The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
I linked to the risk parity paper recently, but here is another paper out from the good folks at Cass...
The Trend is Our Friend:...
The Idea Farm Weekly Launch
Charlie Munger, “I believe in the discipline of mastering the best that other people have ever figured out. I don’t believe in just sitting there...
Hedge Fund ETF
Back in the day my firm was going to launch two exchange-traded funds in the Fall of 2008. One was going to be a...
Sorting Countries on Value
Samuel Lee has a great article "The Hedgehog's Error" on Morningstar that does a simple quant sorting of global countries based on value (P/B)....
A New Tiger Cub(‘s Cub)
Long time Blue Ridge Capital analyst Rick Gerson is starting his own firm with a solid $1.2B launch...not a bad seed!
We have talked about...
Another Print Publication Bites the Dust
Newsweek to move online:
“The transition to online from hard print will take place,” Diller said. “We’re examining all of our options.”
A plan to move...
Value Matters
Value Matters: Predictability of Stock Index Returns - Natascia Angelini, Giacomo Bormetti, Stefano Marmi, and Franco Nardini
Abstract:
The aim of this paper is twofold: to provide a...
