Overview of ETF Managed Space
Nice PDF from Morningstar on the ETF Managed Portfolios space.
A few stats from the paper:
Morningstar is currently tracking nearly 490 strategies from 120 firms with total...
Wriston’s Law
Pretty cool online value conference coming up in a few weeks. I wonder how quickly most of the conference biz will get disrupted by...
Modified Shiller CAPE and Taking SF -6.5?
Kind of a foggy day here in SF, but have had fun catching up with old friends and new meetings as well. Drop me...
Global Valuation: 10 Year PE Ratios
Overall, the equity markets are fairly cheap (updated through August). Background on the below from my new paper Global Value: Building Trading Models with the...
Where Do You Go For Advice?
I'm having fun getting to read all of these great newsletters and pass them along to readers of The Idea Farm. The new website...
Conference Call
I'll be hopping on the phone at the close tomorrow to chat markets, feel free to dial in and ask some questions!
This is for...
New $30,000 Contest
We’ve had a number of blog readers win research prizes for white papers over the years. I just saw a new contest sponsored by...
Global Value: Building Trading Models with the 10 Year CAPE
I put together a fun white paper that summarizes some of the work we have been doing on valuation and turning the ideas into...
What Will Be Obvious 20 Years From Now? (With a Sharpe of 0.76)?
One of the best takeaways from this paper, Buffett’s Alpha, is the realization that the best performing mutual fund OR stock over long periods only...
Buffett’s Alpha
I think this is a really interesting paper. I am really surprised at the stat that "Berkshire Hathaway has a higher Sharpe ratio than...
