Always Read the Endnotes
Two fun endnotes from a recent Arnott article:
1. Active managers have failed to deliver on clients’ return expectations through no fault of their own....
Best Tweets of February (and Jan too)
Last week I polled my Twitter followers, and as a result we're moving the "Best Tweets" feature from monthly to weekly. It may end up as...
When Low Vol Becomes High Vol
One of the most fertile areas of research is in factor rotation. Any asset class, investment strategy, or factor, despite working well over time,...
Ranking Global Stock Markets On Valuation
A question…
When an overvalued security continues rising in price, does that mean the valuation indicator is broken?
If you listen to many investors, the answer...
What Do The Biggest Investors Expect For Stocks?
I started to fill out this table then quickly got bored. So, I'll just include lots of links to PDFs of the source materials....
Building a $60 Billion Asset Manager – A Dive Into Ken Fisher’s Returns
Ever wonder if Ken Fisher beats the market?
If you’re searching for the answer online, you’re wasting your time. At least, I was; I couldn’t...
Take Lots Of Risk, Or None At All? My Portfolio Allocation for 2016
Ask any mutual fund manager why you should invest with them, and you’ll likely find yourself met with a barrage of sales points, all...
All the Allocation Models in the World
I am currently updating The Idea Farm backtester, which lets you test any buy and hold allocation back to the 1970s, now across over...
Finding Yield In A Low Yield World – New White Paper!
I'm writing this post from snowy Japan. After a day of skiing, an onsen, and some sushi and sake it is easy to reflect...
C’mon Bounce
We had one of the lowest bullish readings ever on the AAII Sentiment survey. That's not surprising, of course, after the worst start for...
