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...
2007 Yale Endowment Report
A little holiday reading for you. . .Link to the PDF is here.----I posted about the January Effect a few months ago. An...
A Little Old School TA
Lots of divergences popping up for US and foreign equities (small cap ETF).And honestly, I don't think I have seen as many head and...
AlphaLetters Quant Paper Reviews
What is the Coase Theorem?--Goldman is preparing the largest hedge fund launch ever - which is surprising given how bad two of their flagships...
