Timing Model Returns 2008
Results are below for 2008, frictionless (no fees or trading costs are deducted), and monthly and yearly rebalances. The model is out-of-sample since...
Five Ideas For 2009
I thought I would summarize a few ideas mentioned on World Beta over the past few months as potential trading ideas based on some...
Tracking Jim Simons – Renaissance Technologies
Renaissance Technologies is likely the best performing hedge fund of all time. I love the fact that their hompage looks like it was designed...
Happy Holidays
I'm down in the tropics for the holidays and I just want to send out my best wishes to all the readers of World...
Let the Tiger Cubs Manage Your Portfolio
If you had to name the top hedge fund managers ever, Julian H. Robertson would certainly be on the list. Robertson successfully ran the...
Let Warren Buffett Manage Your Portfolio
Warren Buffett is one of the most celebrated investors of all time. Buffett learned his craft from his mentor, Benjamin Graham, author of...
Letting the Top Hedge Funds Managers Pick Your Stocks
To celebrate the launch of the my new software company, AlphaClone, I thought I would write a few articles on tracking the stock picks...
Screens for the January Effect in Small Caps
Here is a follow up to the article I wrote on the January Effect in small caps. It found the effect especially pronounced...
