Periodic Table of Investment Returns
Blackrock has a new portal for financial professionals (not sure if it is open to the public). It reminds me of the Ibbotson...
What I’m Reading
Listening to the noise and disinformation on Wall Street can be hazardous to your wealth. . .I always find the headlines on Yahoo Finance...
Dogs vs. Flying Five vs. Net Payout Yield
Is the US Subprime Crisis Any Different? A historical comparison referenced in the Economist article Same As It Ever Was. (Thanks to reader DM...
Hedges and New Year’s Resolutions
Performance of the hedge fund consensus and best ideas strategies were very strong in the first year out of sample - outperforming the equity...
AlphaNews January 10th
JPMorgan, Renaissance trail Hedge Fund Gains in 2007.- Big quant shops (Renaissance Technologies Corp. and JPMorgan & Chase Co) trailed hedge fund rivals in...
Endowment Investing 2008
I updated some tables with the new Yale 2007 endowment report. One could invest in a weighted portfolio of ETFs for less than 40...
Dollar Signs
Volatility and correlation by Ineichen - longer post from AllAboutAlpha here.----2008 ETF wish listWith nearly 500 ETF/ETNs filed at the SEC, you...
Guest Blog: Tom McClellan
“Did you ever think that making a speech on economics is a lot like pissing down your leg? It seems hot to you, but...