LinkFest

I'm not sure exactly what to do with Finviz, but there are lots of cool charts and tables.----Everyone seems to like Amazon's Kindle - any readers have any reviews they care to share? I'm thinking about getting one for the plane.----There was once an academic paper I read on the Olympics and and pre and post games stock...

Weekend Linkfest

Three ETN's are coming out that attempt to replicate Ben Graham's investment methodology.In a related note, I always wondered why an issuer didn't come out with a VIX ETN? Is Direxion coming to market with one?----Soon to be in the mail, Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell. I've...

Dow 300 Point Days and Volatility Clustering

I don't really get Kedrosky's post on 300 point rallies in bear markets (as a follow up to Ritholtz). The point value is not useful in comparing current conditions to past conditions. As an example, a 300 point move on the Dow now equates to about a -2.5% loss. Back in 2002 or 2003, that is...

Harvard Endowment 2008 Results

Estimates for returns for the fiscal year ending June 30th, 2008 are around 7-9%. Pretty impressive considering stocks were down more than -10% over the same time period. Below is a table of the five main asset classes over the past year and their total returns. The buy and hold allocation is the same allocation mentioned...

Alpha Persistence & A Simple Momentum System For Beating the Market

Alpha persistence in long short hedge funds. This study gives a lot of support to the upcoming AlphaClone software launch.This is similar to private equity, where the top funds continue to outperform. Why doesn't this happen in mutual funds? A couple reasons (including index hugging), but the simplest is the capitalism 101 - the $ attracts...

150th Anniversary of "On the Origin of Species"

 The Genius of Charles Darwin Episode One here

New Blog

EconomPic DataHere is a good post on the good and bad of hedge fund performance in 2008.

LinkFest

What stock from the Russell 3000 is up the most this year? The Finish Line (FINL) at 350%.If anyone can find the Finish Line/Nike video of Meb Keflezighi where there are girls in the crowd jumping up and down wearing "Go Meb!" t-shirts I will send you a free copy of my book.----Is it just me or does...

Weekend Linkfest

From Bespoke - the second worst month for commodities ever.If you remember from this earlier post, after an asset class takes a big dump it is usually ripe for a two month bounce after waiting for a month. I will track the performance of GSG and DBC from September 1-October 31st.All of the below had an awful June,...

WikiInvest Embedable Stock Chats

Not bad. You can click, drag, pan, and zoom all without a page refresh.Here is one for GOOG:http://charts.wikinvest.com/wikinvest/wikichart/javascript/EmbedChart.jshttp://www.wikinvest.com/common/javascript/resource.jshttp://charts.wikinvest.com/WikiChartMini.swf