Buying the Highs vs. Buying the Lows
Turning your back to all of the available information can lead to false conclusions. . .When it comes to selecting stock factors, I am...
Q & A on Commodities
Here is a link to the original PDF, "Strategic Asset Allocation and Commodities", and also to the Q&A with Bob Greer from PIMCO. ...
Publicly Traded Hedge Funds in the US?
One can only hope that this is the beginning of a trend. GLRE started trading this week.
A Few Good Quotes From Capital Ideas Evolving
Blake Grossman , "The markets are very efficient, very dynamic, constantly reaching greater levels of efficiency that makes them more and more difficult to...
The Endowment Portfolio
It's the Covariance Stupid!There is a great discussion of some asset allocation topics in Bernstein's new book, "Capital Ideas Evolving". (However, the first...
Badonkadonk and More Books
While idolized in music lyrics, fat tails are to be avoiding in trading systems and investment funds.There is typically little crossover in the hip-hop...
What is the Best Value Hedge Fund?
You can choose more than one, and if your favorite isn't listed, type it in "Other".Others listed: * Fairholme ...
More Cross Market-Momentum
A good article in Forbes magazine this month:Surfin' ETFsI have discussed various cross-market momentum strategies on the blog in the past, and you can...
Private Capital
Wow, I sure would like to be invested in Bruce Sherman's Private Capital. Two of his top three holdings are AT (getting bought...
