Meb Faber Research – Stock Market and Investing Blog

Twitter will implode this weekend when my Broncos take down the Pats! Here is a gorgeous video of Teahupoo to take ease you into the weekend, HT:KP: http://video.mpora.com/hdep/5Pgs2slxu/More Surfing Videos    

We published The Ivy Portfolio back in 2009, and honestly it probably should have been three separate books (investing like the endowments, global tactical approaches to investing, and picking stocks via the 13F tracking of hedge funds).  We went with the kitchen sink approach, and now the good news is that you can buy the $50 book for $9 on Kindle...

Survival of the Fittest for Investors: Using Darwin's Laws of Evolution to Build a Winning Portfolio - Dick Stoken This was a good book to flip through, lots of diversified portfolio ideas overlaid with trendfollowing metrics.  I tried to find contact info for the author but it looks like the links to Strategic Capital Management are broken. One interesting concept was the...

Must read!  From the always great Leuthold Green Book, they report stats on a similar study we used to run (post from back in 2006!), which is simply picking the top asset classes in a portfolio, rebalanced yearly: "Momentum strategies are probably best known and the most widely applied by equity investors, but our analysis finds support for “trend persistence” at the...

I get a ton of emails with ideas and questions about trading systems.  We put together a research piece that answers a lot of these questions and will likely publish it in the coming weeks on the blog or in a white paper. I've also chatted with my buddy Barry Ritholtz, and we've been batting around some ideas with various...

Nice article out of Morningstar's ETFInvestor where they are now tracking six new quant models of ETFs.  Many of these use the 12-month SMA and various combinations of value and momentum. The white paper can be found here:  Model_Portfolios by Samuel Lee

I posted the below charts about a year ago.  They are often used to justify a generational buying opportunity in stocks. Both charts show the 10 year rolling returns of stocks vs. 10 year govt bonds. As you can see, bull markets tend to top out at around 300-400% outperformance over bonds.  Bear markets rarely get up to 100% bond outperformance.   However...

Zeros up a whopping 50% in 2011.  I know there has been a lot of 2011 year end lists but figured some would like to see some of the main asset class groupings and 2011 returns:  

I have spent quite a bit of time churning out some new research in-house and hope to publish it all in the next few months as it all gets FINRA approved. In the meantime, below are a few of my favorite books from 2012: Empire of Wealth: The Epic History of American Economic Power  - Gordon (my favorite, though it was published...

[vimeo 33516816 w=400 h=225]Baffin Island: A Skier's Journey EP2 from Jordan Manley Photography on Vimeo.