CAIA buys AllAboutAlpha

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Well deserved for such a good site - congrats Chris! Article here.

Traveling

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I will be in NYC next week for meetings.  Let me know if you are around and want to meet up.

LinkFest

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I mention this in my book, but next time someone tells you the market is efficient tell them to pull up a quote for...

Traveling

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I'm in Salt Lake City today and tomorrow if anyone is around...

LinkFest

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10 Principles for Black-Swan proofing the world.  I like #3 - shouldn't the government advisors be Dalio, Grantham, Taleb, Rogers, and Faber (Marc not...

Where the Black Swans Hide

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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

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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...

LinkFest

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We are up about 25% from the lows.  In the 1930 bear there were five DJIA rallies of > 20%, including a 48% rally...

Global Asset Allocation Summit

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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

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A nice review from CXO on a paper from the folks at Robeco.  While I disagree with their expected risk premium for commodities (zero!),...