My #1 Read of the Year & $185k in Prizes
I'm taking the red-eye to Colombia tonite, so I have printed out a big stack of papers for the plane. I am super excited...
Jan Holiday Buying List Follow Up
Mid December I posted an article on the Jan Effect and a few lists of stocks that may outperform. This system is one of...
The Market is Already at All Time Highs
I'm on the Amtrak Surfliner heading down to San Diego to give a talk on Shareholder Yield at the TD Ameritrade conference. I...
Mutual Funds & TA
Head and Shoulders Above the Rest? The Performance of Institutional Portfolio Managers Who Use Technical Analysis - Smith, Faugere, and Wang
Abstract:
This study takes a...
Travel & Slides
I'll be heading to San Diego Wed-Fri for the TD Ameritrade conference to give a talk on our Shareholder Yield ideas. I'm then...
Sovereign High Yield
I was chatting the other day about forming portfolios by sorting country government 10-year bonds based on various metrics, and we took a look...
Sitting at the Poker Table
From Jay at MarketFolly:
Lastly, Dalio made an excellent analogy comparing investing to poker:
"The bets are zero sum. In order for you to beat me...
Twitter Links
More and more people seem to be joining Twitter these days. And while it is a (un)pleasant distraction for me, I often come across...
Market Outlook
I mentioned the other day that I would be updating the old QTAA paper this month along with expanding my quant research writing to...
Pay 2% and 20%, or $45?
A lot of "alpha" strategies can be deconstructed into simple rules based portfolios (that some call alternative beta). I'm not referring to the factor...
