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...
Really with Seth and Amy Part II
Wow. How can you possibly say this with a straight face? AND get promoted to CFO at Goldman Sachs?"We are seeing things...
Round 2 Ends in a No Decision
Now that the 13Fs have been filed with the SEC, it is time to update the Hedge Consensus and Hedge Fund Best Ideas Portfolios....
Quant Train Wreck
Is Barclay's (BCS) a good short? Jeff Mathews seems to think there is more to come. An update for their 32 Capital...
Market Neutral Funds Need a Humor Coach
After recent market action, I feel like quoting Borat from humor school. "Market neutral funds are market neutral . . .NOT!"[youtube https://www.youtube.com/watch?v=vIWIze4vFf8&w=425&h=350]A table...
Dividends and Payout Yield
“When the facts change, I change my mind – what do you do, sir?" - J.M. KeynesI relish the freedom in being able to...
