New Reads In the Mail by Kahneman, Friedman, and Lewis
I was chatting with Antti Ilmanen the other day about some dividend papers and realized I had never read his recently published book Expected...
Shiller CAPE and Inflation
As a follow up to my Shiller PE post from a couple weeks ago, here are some charts that simply look at the Shiller...
13F Rebal Time
With all the 13Fs filed and published, AlphaClone and MarketFolly have been cranking away and should be fully updated.
Jay's Hedge Fund Wisdom is out...
All the Stocks and Bonds in the World…$212 Trillion
Nice graphic from McKinsey's Report "Mapping Global Capital Markets" 2011 here:
Where the Black Swans Hide and the Ten Best Days Myth
It's been a little slow with Cambria Quantitiative Research Monthly (more like quarterly), but here is the third issue (and the fourth should be...
Stock Market Valuation Models
However, valuation is not a timing tool, and the odds of a creature as fickle as the stock market obliging our “rational” analysis are in...
Regime Change Pt 2
I did a post a few months ago about an ongoing study we are working on that looks at various macro variables and how...
Blame it on the CPUs
Great post from my friends at Bespoke showing that once again, nothing is new in investing...below is their post in its entirety since it...
S&P Licenses More Managed Futures
One of the areas that I think is underserved in the ETF space is managed futures. I would have thought by now that the...
