Trendfollowers Listening to a Familiar Tune
October was a particularly difficult month for CTA trendfollwers. Below is a table from the Automated Trading System blog, followed by some great bluegrass...
National Geographic Picture Contest
Some great pics from the NatGeo photo contest (via Kottke)...my favorites (click to enlarge):
Risk Parity ETF to Launch
Interesting news that Global X is launching a risk parity fund. (Filing here via Index Universe.) Risk parity is certainly one of the big...
Now Long Greek Bonds
Although it looks like it is the 1898 issue, with only a, pffft, 2 1/2% coupon. (Great parting gift for speakers from the SQA...
Conference Tomorrow
I'm chatting in NYC about risk parity (topic du jour) with a little trendfollowing, dividends, and black swans thrown in. Hopefully they record the...
The Quant Stock Screening Bible
I just picked up a new copy of What Works on Wall Street, Fourth Edition: The Classic Guide to the Best-Performing Investment Strategies of...
Measuring the Performance of the Ivy Portfolio
I get lots of emails asking me to update my various models, and we will likely do so in the new year. Doug Short,...
Intelligence for Chief Investment Officers
Wow, what a beautiful (and free) digital magazine. Had not seen it yet:
AI CIO
Added to the blogroll under Institutional...
UVa Investment Conference
I will be in NYC but if any readers are attending let me know - would love to hear a summary of the event....
