A Simple Post on Gold
This is going to be the most subjective and least quantitative post out of the 500 odd posts I have written. I am not...
Foreign Listed Hedge Funds
are trading at ridiculous discounts (ala closed-end funds in the US) right now. Third Point is trading at a 30% discount to NAV (and...
Four Factors and Two Regimes – Performance in Up and Down Markets
CXO summaries the paper "The Effect of Market Regimes on Style Allocation", by Manuel Ammann and Michael Verhofen:
...
World Beta is Moving!!
After growing increasinly frustrated with Blogger, I have decided to move my blog over to the WordPress Platform. Since someone is squatting on worldbeta.com...
Quantitative Strategies for Achieving Alpha
This is a great intro book to factor based stock screening - Quantitative Strategies for Achieving Alpha by Richard Tortoriello.
I would place Greenblatt's...
Being Right or Making Money
This is one of the major problems I have with investing commentary (more here). There are so many blogs, reporters, and portfolio...
On the Nature and Origins of Trendfollowing & Social Investing Sites
Covel has a nice article posted on his site by one of the original Turtles - "On the Nature and Origins of Trendfollowing". ...
Hedge Funds (Indexes) and FOFs – Who Needs Them?
Will 2008 be remembered as the year that dealt a death blow to hedge fund of funds (FOFs) and hedge fund indexes? I...
Hedge Fund Best Ideas and Consensus Follow-Up
In late 2006 I proposed tracking a portfolio of 10 hedge fund managers I considered to be great stockpickers. It sounded good to...
An update to the Gold Miners / Bullion Ratio Analysis
In February of '08 I wrote an article titled "When is it Time to Buy Gold Stocks?".
Please read that post for background info as...
