FAQs

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Ok, it is about time I got around to adding the FAQs to the website.  If you have a burning question, or anything you...

4th of July

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In celebration of the 4th of July (and my birthday), I'm going to give away a few books. Head over to Twitter (you can follow...

Anyone using CRSP?

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Are there any academics or funds on the list that use the CRSP database? Considering doing a study that requires the CRSP stock database and...

Combining Rotation and Timing, In Europe

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One of the benefits of writing a blog - readers from around the world take your research, verify/disprove it, improve it, and take it...

Combining Rotation and Timing Systems

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This is probably the #1 question I receive on email, usually in two forms: q #1 - "Meb, have you considered combining the two timing...

Market Efficiency

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I love it when people place creative names on otherwise boring academic papers (Katz is one of the best). Case Closed by Haugen Great review by...

World Beta Value Masters

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Wow - the World Beta fund group we have been tracking on the blog since Jan '07 is beating the market by 30% this...

Simple Momentum Rotation

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I was flipping though Mike Carr's book again the other day, and decided to download the monthly data for the Fidelity Select Sector funds...

Asset Allocation Backtesting Software

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There are a lot of asset allocation software choices for the professional - Morningstar's Encorr, MSCI Barra - but not many for the individual....