CAIA buys AllAboutAlpha
Well deserved for such a good site - congrats Chris!
Article here.
Where the Black Swans Hide
I have written about the topic of volatility clustering a number of times, and thought I would update the post here. Many people trot...
Dow Theory Quantified
Currently writing a white paper on quantifying and backtesting Dow Theory.. stay tuned!
Two recent books out on the subject:
Dow Theory for the 21st Century...
Global Asset Allocation Summit
I went to the GAA Summit in Carlsbad, CA Feb 1 & 2. I was looking forward to reconnecting with an old UVa...
Strategic Asset Allocation: Determining the Optimal Portfolio with Ten Asset Classes
A nice review from CXO on a paper from the folks at Robeco. While I disagree with their expected risk premium for commodities (zero!),...