“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...
95% Cancer, 5% Alpha?
From the Financial Times: "Assessing the performance of funds of hedge funds", B. Dewaele, H.Pirotte, N. Tuchschmid and E. Wallerstein:
"Applying the FD procedure to...
Demographics and Some Uncomfortable Truths
I read this article on the plane en route to London. PIMCO has been hinting at their recent work in the demographics space and...
Well That Was A Surprise…
I don't pretend to have the same preferences as my audience, and that is why I often ask questions and poll the readership. If...
