Factor Tilts
I was thinking about putting together a piece about "Indexing 2.0". ie What is the best was to build a portfolio that incorporates most...
How is CAPE Working?
I took a look at the CAPE values at year end 2012 to see how those markets were performing in 2013.
The 10 cheapest are...
Travel: NYC
I am a glutton for punishment. First, Palm Springs in a 120 degree sauna last weekend and NYC next week (9-12).
Drop me a line...
Asset Allocation is Like Bullets
You see a lot of articles that like to compare investing to X (Poker, Moneyball, relationships, death, etc). While they are a bit tiresome, I...
Trends in LA (CFA pres)
I'll very likely be in attendance...
Trend Following: An Overview of Methodology and Return Characteristics
Tuesday, July 16th, 2013
Speakers:
Alex Greyserman, PhDChief Investment Officer – ISAM Systematic
and
Jack...
2013 First Half Review
How are most asset classes performing so far in 2013? The best performers list is dominated by US stock categories, and the other end...
Stockpicking Contest with $65k in Prizes
SumZero and Value Investing Congress are partnering up for their annual stockpicking contest...
We've had a few five figure winners from blog readers in past...
What Happens When You Buy Assets Down 80%?
We've done a lot of articles on value and drawdowns on the blog before (search the archives). I was curious what happens when you...
Lessons Learned on Publishing an eBook (Also, Book Now Free for Amazon Prime Members)
After a month or so of having self published our first book, a few takeaways.
1 - The most important is that, while expected,...
The Risks in Risk Parity
There's been lots of noise about Ray Dalio's All Weather fund's losses this year, but this really should come as no surprise to investors...