Where the Black Swans Hide
I have written about the topic of volatility clustering a number of times, and thought I would update the post here. Many people trot...
Dow Theory Quantified
Currently writing a white paper on quantifying and backtesting Dow Theory.. stay tuned!
Two recent books out on the subject:
Dow Theory for the 21st Century...
Global Asset Allocation Summit
I went to the GAA Summit in Carlsbad, CA Feb 1 & 2. I was looking forward to reconnecting with an old UVa...
Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes
A nice review from CXO on a paper from the folks at Robeco. While I disagree with their expected risk premium for commodities (zero!),...
A Couple Ideas for the Strategic AA Crowd
Besides tax harvesting (selling holdings at losses and switching to a similar index fund), why not move into a fund with big negative capital...
Listed Alternatives
Is there anyone out there doing good work on the listed alternatives space? Would you be interested in a newsletter discussing the listed alternative...
Triumph of the Pessimists
Does anyone have the HSBC article "The Triumph of the Pessimists"? Summary from the FT.
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The first Ivy Book review is up from CXO. If...
