How To Get To 20%, or, Extensions to QTAA
The title of this post is meant to be a bit playful, but below is our first attempt at what should be a regular...
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...
