2 Out Of 3 Countries Are In A Bear Market
I took at look at the top 30 country ETFs we track, and thought it interesting that two out of three were in bear...
Momentum, Low Vol, Risk Parity, and Asset Allocation
Lots of people emailed this over today. Nice article (although the Sharpe Ratios are overstated since they exclude the rfr for some reason.)
Adaptive Asset...
Hedge Fund Interviews
Some fun interviews in here including Dalio, O'Shea, Woodriff, and Thorp. For instance I had no idea Thorp ran a trendfollowing fund from 2007-2010...or...
Top 10 Financial Research Papers of the Year
Whitebox folks awarding $25k to the top paper (HT: Tradestream). Papers below:
“Information Leakage Prior to Company Issued Guidance” – Financial Management; Anna Agapova and Jeff...
Self Publishing & Airplane Reading
I'm on the plane to NYC (and reminding myself how much better Virgin is vs. any other airline) and reading a few new research...
“Every human being on the planet should short Treasuries”
That was a quote from a famous market pundit in Feb 2010, who also described the trade as a "no-brainer". Had you followed this...
Berkshire Summary
I often post links to Twitter that never make it to the blog, so I will repost this link as it is a great...
Travel: NYC Trip
I'm headed to NYC this weekend through next Thursday. If anyone has a suggestion for a good happy hour spot on Monday and Tuesday...
Nail in the Mutual Fund Coffin (NAV Based ETF Trading)
I don't see the reason so many people are clamoring to make ETFs less transparent (usually 99% of the people don't need to mask...
Million Dollar Idea (Tax Harvesting)
We post a lot of ideas that I think could very easily be multi-million dollar ideas for entrepreneurs with the right drive to execute...
