Combining Value and Momentum Approaches
This is a really interesting semi-annual report from Hussman. In it he shows the returns of his main fund, both hedged and unhedged. The...
Value and Momentum VAMO
Quick test, nothing too exciting but agrees with most research. Simply ranked 13 top world equity markets by a value composite (average of ranks...
Cocktail Indicator
I am wrapping up my trip in Sydney (wonderful country, people, and beaches), and mentioned on Twitter yesterday that I thought the AUS $...
Active ETFs – $50(0) Billion in 5 Years?
I look forward to meeting a few readers at the conference in Sydney tomorrow, and I'm chatting a bit about active ETFs. The active...
Assessing Performance – A Case Study
HT: ZK
Great read from Howard Marks in this months Chairman Memo.
"Thus timing - and in particular the selection of the beginning point and end point...
Norway vs. the Endowment Model
aiCIO is quickly becoming one of my favorite reads.
Here is new article on a white paper examining the Norway pension funds vs. the endowment...
Obama’s Budget Proposal Will Drive Fewer Companies to Pay Dividends
It is often very difficult to determine how geopolitical events will play out in markets. However, there are some cases where a structural change...
Lifestyle Companies
Totally unrelated to markets, but lots of interesting lifestyle companies popping up. I am inherently skeptical about most of these (Groupon and sites like...
