Meb Faber Research – Stock Market and Investing Blog

Great blog from Thompson called Alpha Now.  They do a feature called the month in charts, a few highlights below...      

Courtesy AAII  

Nice paper: Strategic Asset Allocation:  The Global Multi-Asset Market Portfolio Abstract:       The portfolio of the average investor contains important information for strategic asset allocation purposes. This portfolio...

AQR out with a couple new risk parity funds (targeting 10% and 15% vol).  I think when the SEC gets comfortable with derivatives an...

As a follow up to our valuation work, this is a fun table of countries and their CAPE values as well as current drawdowns...

Article & video here on Hedge Fund Letters on some hedge funds doing great this year.  Two  funds mentioned are Appaloosa & Lone Pine. Tracking...

What is a simple way to generate more alpha?  Take your alpha strategy, and do the opposite!   The Surprising 'Alpha' from Malkiel's Monkey and...

From the folks at Orgami out with a new investment $130,000 contest. ---- Also, another fun Idea Farm email went out last week that has an...

Two factors that have consistently worked over time are value and momentum.  Lots and lots of research in the archives as well as our...

We have posted a lot on reversion and counter trend systems on the blog over the years.  One idea Prabhat and I were working...