The Volatility of Correlation
Coaker has a couple great papers on correlation and the volatility of correlation. Below are five charts that examine the one-year rolling correlations between...
Higher Risk, Lower Returns: What Hedge Fund Investors Really Earn
And I thought mutual fund investors were bad at timing. Nice new paper, and of course, a great summary from CXO:
"The aggregate annualized dollar-weighted...
Is it Time to do a Templeton?
From Investopedia:
"In 1939, with Hitler's Germany ravaging Europe, John Templeton bought $100 of every stock trading below $1 on the New York and American...
Closed End Funds Puking
What public funds out there specialize in closed-end fund discounts or arbitrage? My list is below that I will add to:
ADANX
FOF
GCE (No volume,...
Tracking the Hedge Funds with the Biggest Cojones
"Concentrate your energies, your thoughts and your capital. The wise man puts all his eggs in one basket and watches the basket." - Andrew...
Following Hedge Funds Through 13F Filings is a Terrible Idea
Okay, maybe I should be more clear. Blindly following hedge funds through 13F filings is a terrible idea. There are countless sites that focus...
The Ball is Mr. Market
...and the people in this video are buy and hold investors. A little humor for a nasty day. (Hat Tip: MK)
httpv://www.youtube.com/watch?v=D5emDj5duGg
