Meb Faber Research – Stock Market and Investing Blog

Fun video.  (HT: AF & Sea) [vimeo 29001512 w=400 h=225]Roger Craig - Knowledge Tracking from Steven Dean on Vimeo. httpv://youtu.be/YRwK8SyVeJE  

I probably find most of my links from Abnormal Returns, but CXO isn't far behind.  Found this paper and CXO summary here: Investing for the Long Run (SSRN) by Ang and Kjaer Abstract:       Long‐horizon investors have an edge. They can ride out short‐term fluctuations in risk premiums, profit from periods of elevated risk aversions and short‐term mispricing, and they can pursue illiquid...

One of the difficulties I have is that a great deal of my information comes from various sources (blogs, newsletters, academic papers, website, etc).  And while many of those have blog like platforms and thus can be read in google reader, many do not (see a lot of the institutional reads on the sidebar as an example). I am designing...

I post (and retweet) a lot of good reads on Twitter that never make it onto the blog (usually I forget to repost).  Feel free to follow along here @MebFaber.   Here is a fun video with Seth Klarman: [vimeo 32333102 w=400 h=220] An Interview with Seth Klarman and Charlie Rose from Facing History and Ourselves on Vimeo.    

I'm headed to Colorado for Thanksgiving (and again likely at Christmas), and while I assume most will be busy with the holidays if you find yourself on Drunken Frenchman on Mary Jane (my home mountain and location for plenty of sutures), feel free to ping me and we can grab a slice of pizza or perhaps some apres microbrews....

Really interesting new paper from GMO.  We did a lot of the same tests in-house on these option strategies.  I was always curious why a put write ETF hasn't launched....more later. GMO link here (requires login).

I'm excited about the addition of a new analyst to the team, Prabhat Dalmia.  Prabhat is a recent MBA graduate from UCLA Anderson and has over 10 years of experience in software development and technology consulting experience.  He holds a Bachelors of Technology in Chemical Engineering from The Indian Institute of Technology, Kanpur.  So far he hasn't met his...

October was a particularly difficult month for CTA trendfollwers.  Below is a table from the Automated Trading System blog, followed by some great bluegrass tunes by the trendfollowing bard Ed Sekoyta: http://youtu.be/LiE1VgWdcQM      

Trying to think of a fun contest to run on Kaggle, any ideas?

Some great pics from the NatGeo photo contest (via Kottke)...my favorites (click to enlarge):