8%? Try 4% (or 1.1%)
Long time readers know that we take issue with the arbitrary 8% return target for most real money funds. We put out a paper...
Survival of the Fittest
Survival of the Fittest for Investors: Using Darwin's Laws of Evolution to Build a Winning Portfolio - Dick Stoken
This was a good book to flip...
Momentum for Dummies
Must read! From the always great Leuthold Green Book, they report stats on a similar study we used to run (post from back in 2006!),...
Extensions to QTAA
I get a ton of emails with ideas and questions about trading systems. We put together a research piece that answers a lot of...
Informational Portfolios
Nice article out of Morningstar's ETFInvestor where they are now tracking six new quant models of ETFs. Many of these use the 12-month SMA...
Stocks to Rebound in …..2027?
I posted the below charts about a year ago. They are often used to justify a generational buying opportunity in stocks.
Both charts show the...
Looking For Something Volatile to Trade? How About Bonds?
Zeros up a whopping 50% in 2011. I know there has been a lot of 2011 year end lists but figured some would like...
New Year Reads
I have spent quite a bit of time churning out some new research in-house and hope to publish it all in the next few...
