Time to Get Long Almond Futures?
I used to get so infuriated when one of my friends would forward me an email that said something along the lines of, "If...
The Wolf of Wall Street
No wonder people have a dim view of the investment management business. This book is set to be published in a month -...
Cat Bonds & New Blogs
I had a post awhile back that focused on a new CEF that invests in cat bonds (HNW). On the same topic, Michael...
AlphaLetters Paper Reviews – #8 & #9
From AlphaLetters, two more great quant working paper reviews:Article 8.Category: Calendar anomalies, weather anomalies, macro economic news announcementsTitle: The Arrival of Information and Stock...
Sound Advice From a Nobel
Here are two behavioral downloads:Applying Behavioral Finance to Value Investing - Whitney TilsonBehavioural Finance - Martin SewellDaniel Kahneman, from an interview with Money Magazine:Q....
A Long Only Short Seller That Probably Wishes He Was Still Shorting
I love to look through 13F filings of hedge funds that place all of their holdings in a few stocks. That is true...
EndoWOWment
"Knowledge is good" - Emil Faber, founder of Faber CollegeWhile I have no idea how my namesake college endowment is performing these days, Harvard...
AlphaLetters Paper Reviews – #6 and #7
From AlphaLetters, two reviews of quant working papers:Article 6.Category: Strategy, mutual fund holdingsTitle: The Investment Value of Mutual Fund Portfolio DisclosureAuthor: Russ Wermers, Tong...
Political Uncertainty Portfolio Follow Up
I was in SF a few years ago when they filmed this video, and it is the first thing I thought about when considering...
