Interest Rates vs. Violent Crime
I was reading New Ideas from Dead Economists: An Introduction to Modern Economic Thought when I was in Berlin, and there were a few...
Why Use Book Value to Sort Stocks?
Did you know French and Fama hold a Q&A on their blog (though they call it a forum) ? Text from a recent entry...
Traveling: NYC
I will be in NYC the week of November 7th, and as always, let me know if you want to meetup.
I will also be...
The Best ETF Opportunity
I am still shocked no one has stepped up and offered a number of solutions for managed futures packaged as ETFs. I get that...
“We are flirting with hyperinflation”
Great read from Rob at Research Affiliates in the recent issue of Fundamentals:
"If we finish 2011 with 3% core inflation, 4–5% total inflation, and 3%...
Airplane Reads
Read a couple fun reads on the plane, both focusing on investing anomalies (one quant equity, one all trading).
Both fun reads!
The Handbook of Equity...
GDP Weighted Yield Curve, Real Interest Rates, and Shiller P/E
I was going to construct all three of these for say G-7 and maybe G-20 (with both combos and individually by country), but before...
How Will You Measure Your Life? (or, Staying out of Jail)
Interesting interview with Raj out of Newsweek today. Back when I was really starting to look into 13F data mining I always would poll...
All Things Bridgewater
Nice chat on the machines and the d-process with Charlie Rose, and lots more links and reading on Hedge Fund Letters:
http://www.charlierose.com/view/content/11957
40% Returns over 20 Years
(One of the benefits of being in freezing Berlin for the week is that I am getting a lot of writing done. Just finished...
