July 27, 2017
Fun long letter from Marks…love this joke! Quote then download… —- —- Link to Download There they go again, again Website https://www.oaktreecapital.com/
July 26, 2017
Before we get to today’s issue, wanted to remind all our subs to make sure to send us any feedback…We’d like to cram as much value as we can into the subscription, so let us know any and all ideas! […]
July 21, 2017
Idea Farm friends…..next month will mark five years since we started our investment research offering…crazy how time flies! We have almost 500 research pieces in the archives, which is amazing. I often go back and scan all the materials…with so […]
July 20, 2017
Fun little chartbook from Goldman… Chart then download… —- —- Link to Download Market Know-How Website http://www.goldmansachs.com/
July 7, 2017
Food for thought. Chart then download… —- —- Link to Download Fair Value CAPE Approach https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2983860 Website https://investor.vanguard.com/
July 6, 2017
Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median CAPE Ratio: 16.9 25% most expensive: 26 (U.S. in this bucket) 25% cheapest 10 Average of […]
July 5, 2017
Some nice charts in here…below one details just how different emerging market sector compositions can be… Chart then download… —- —- Link to Download From niche to necessity Website https://www.blackrock.com
June 30, 2017
Nice chartbook from Northern Trust Charts then download… —- —- Link to Download Mid Year Outlook Website https://www.northerntrust.com/
June 30, 2017
Some excellent charts from Robeco, including REIT yields and Europe vs US CAPE ratios…biggest spread since at least the 1980s… Charts then download… —- —- Link to Download Outlook Website https://www.robeco.com
June 28, 2017
This was one of the first pieces we sent out to the Farm, now updated through 2016… Abstract, chart, then downloads… —- In this article, the authors study the performance of trend-following investing across global markets since 1880, extending the […]
June 22, 2017
The question is, are Siegel and Shiller drinking Red Stripe beers on Slide 2? Chart then downloads… —- —- Link to Download Risk and Relative Values In Diversified Portfolios Website http://www.econ.yale.edu/~shiller/
June 21, 2017
Romick has one of my favorite commentaries…not just because he speaks to the market outlook, but also to his process and some specific ideas. We’ve covered some before (search the archives), and today has a fun assymetric idea on bond […]
June 15, 2017
All sorts of quant goodness on the new RAFI asset allocation tool redesign…model portfolios, expected returns, currencies, CAPE ratios….you name it! Clear about an hour and go play around… Charts and link: —- —- Link to Download Press Release Overview […]
June 8, 2017
Nice quick analysis of the Global Market Portfolio returns since 1960. Mirrors the results from our book…a basic global asset allocation gets you about 4-5% real returns over time. Abstract then download… —- Using a newly constructed unique dataset, this […]
June 4, 2017
500 pages from MS on ETFs. Chart and download: —- —- Link to Download ETF Report Website https://www.morganstanley.com