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....
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...
