Simple Momentum Rotation
I was flipping though Mike Carr's book again the other day, and decided to download the monthly data for the Fidelity Select Sector funds...
Asset Allocation Backtesting Software
There are a lot of asset allocation software choices for the professional - Morningstar's Encorr, MSCI Barra - but not many for the individual....
Anyone speak Italian?
Not sure if this article is a pan or praise:
"Vuoi un guru? Te lo copiamo noi"
Lazy Portfolios, or, The Revenge of 60/40
There has been some discussion around the blogosphere regarding returns from strategic asset allocation strategies. Here is a post on the Yale endowment &...
People Suck at Investing Part II, the ETF Version
Least surprising data of the day. Although this has nothing to do with the vehicle (ETFs, the same thing happends with mutual funds), and...
Fund Manager Profiles
I was making a list of books that profile fund managers - are there any that I am missing?
Hedge Hunters by Katherine Burton
20/20 Vision...
Active Fixed Income Investing
FAIL
The Paradox of Active Fixed Income Investing
(HT: Anon)
People Suck at Investing
Over the past 20 years investors in stock mutual funds have underperformed the S&P500 by 6.5% a year. (8.35% vs. 1.37%.) That return doesn't...
Curve Steepeners & Flatteners
I actually have a Peter Bernstein book on my nightstand (The Power of Gold). RIP to one of the best financial writers ever.
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One of...
