Wriston’s Law
Pretty cool online value conference coming up in a few weeks. I wonder how quickly most of the conference biz will get disrupted by...
Modified Shiller CAPE and Taking SF -6.5?
Kind of a foggy day here in SF, but have had fun catching up with old friends and new meetings as well. Drop me...
Global Valuation: 10 Year PE Ratios
Overall, the equity markets are fairly cheap (updated through August). Background on the below from my new paper Global Value: Building Trading Models with the...
Where Do You Go For Advice?
I'm having fun getting to read all of these great newsletters and pass them along to readers of The Idea Farm. The new website...
Conference Call
I'll be hopping on the phone at the close tomorrow to chat markets, feel free to dial in and ask some questions!
This is for...
New $30,000 Contest
We’ve had a number of blog readers win research prizes for white papers over the years. I just saw a new contest sponsored by...
Global Value: Building Trading Models with the 10 Year CAPE
I put together a fun white paper that summarizes some of the work we have been doing on valuation and turning the ideas into...
What Will Be Obvious 20 Years From Now? (With a Sharpe of 0.76)?
One of the best takeaways from this paper, Buffett’s Alpha, is the realization that the best performing mutual fund OR stock over long periods only...
Buffett’s Alpha
I think this is a really interesting paper. I am really surprised at the stat that "Berkshire Hathaway has a higher Sharpe ratio than...
The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
I linked to the risk parity paper recently, but here is another paper out from the good folks at Cass...
The Trend is Our Friend:...
