Factor Tilts

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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?

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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

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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

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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)

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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

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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

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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%?

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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)

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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

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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...