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...
Which Portfolio Would You Rather Have?
Which portfolio would you rather have? From 1985 - 2008: Portfolio A Return: 11.98% Volatility: 15.60% Sharpe Ratio: 0.43 Worst Year: -17.99% or Portfolio...
The January Effect After Really Bad Years In Stocks
2008 is shaping up to be a terrible year for stocks with most indices down around 40%. It...
Tbills Yield Nothing, Gold is in Backwardation, and Shilling Hits it Out of the Park
I spent the past weekend in Colorado (go Broncos!), and looked through my father's library at some of my old books. I grabbed...
AlphaClone Launches!
After a year of hard work, the startup I have been working on with my co-founder Maz Jadallah goes live today!I will do a...
Long/Short Version of the Model
I get some of the same questions regularly- so when I do the site redesign I am going to include tabs for FAQs as...
Being Long Classic Risk Premia Is A Terrible Place To Be This Year
Being long traditional risk factors has been an awful place to be this year. The lesson of the stability of correlations is especially...
