Hedge Fund Software Looking for Head of Marketing and Sales

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AlphaClone is hiring!  Here is the ad on Craigslist, and the full text below: AlphaClone, a privately-held 10 month-old San Francisco start-up, has an exciting...

2009 Global Investment Returns Yearbook

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(Quick note - I'm playing around with Twitter, and you can follow my updates here.  I would be surprised if I last more than...

Deflation Economics

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I am traveling to Big Sky this weekend, so if there are any readers in Bozeman or on the ski hill drop me a...

LinkFest

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Results for risk-parity versions of the GTAA model.  ----   If you have had an overdraft at Bank of America, they probably owe you some $$. (HT:...

Asset Class Rotation

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I was at dinner the other nite and someone mentioned Decision Moose, so I thought I would do an update on a very simple...

Portfolio of Risk Premia: a new approach to diversification

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This is a nice paper by the folks at Barra, although I am not so sure why this doesn't fall in the portable alpha...

Market Cap to GNP

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I remember clipping this graphic out of the newspaper in college (I may still have it somewhere).  Although it seems to me the current...

LinkFest

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Kahneman and Taleb ---- Great post over on dshort focusing on serial correlation in market returns.  ---- Arnott on fundy indexing and vol as an asset class. ---- Why SPAC...

Global Asset Allocation Summit & Weekend Reading

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Anyone going to this conference next week?  I will be there Monday, and if you're there drop me a line.   Although I wish I...

A Simple Post on Gold

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This is going to be the most subjective and least quantitative post out of the 500 odd posts I have written.  I am not...