Instead of a download I’m going to direct you to a page that has all the downloads since some are very large. But it is a treasure chest of great papers and PPTs. Included are speeches from Siegel and Shiller […]
A few great charts in this very worthy read from Niels Jensen. Below is a chart on a topic that is very timely, namely how flows can distort factor investing. —- —- Download PDF here Squeaky Bum Time Website http://www.arpinvestments.com/
Most CTAs do the same thing. That’s not necessarily a bad thing, rather, just something we should all be aware of (and probably not pay too much for!). Quick chart on the common CTA Indexes, then the download: —- —- […]
Dimensional Funds is known for their work in multifactor stock strategies. Below is a simple piece examining long term returns and inflation. Table then download: —- —- Download PDF here: US Inflation and Returns Website: www.dimensional.com
Fun article from Cliff. Quote then download. —- 2. Bubbles, Bubbles, Everywhere, But Not All Pop or Sink The word “bubble,” even if you are not an efficient market fan (if you are, it should never be uttered outside the tub), is very […]
I think this chart is hugely important for yield investors. Great work as always from OSAM: Chart then download —- —- Download PDF here: The Myth of the Most Efficient Market Website: http://www.osam.com
Steve Drobny, author of the great books Inside the House of Money: Top Hedge Fund Traders on Profiting in the Global Markets and The Invisible Hands: Top Hedge Fund Traders on Bubbles, Crashes, and Real Money just put out a […]
Pictet is a multi-billion $ asset manager out of Europe. I am slightly embarrassed to admit I had never heard of them until recently when a reader emailed me some of their work. They have one momentum strategy they describe as: “One […]
Here is an entire book on currency investing the research institute at the CFA…quick chart then big download. —- —- Download PDF here: A New Look at Currency Investing Website: http://www.cfapubs.org/
With charts, if the conclusion isn’t immediately obvious I start to worry. I love Tom McClellan’s charts. This is a good one. —- “There are a lot of different indicators and studies that technical analysts use, and all of those […]
I missed this webinar with Bridgewater, Salient, and Invesco on risk parity. Below is the replay and slides, but first a pic from the PPT: —- —- Webcast Replay Download Slides More from Bwater, Salient, and Invesco: The All Weather […]
I’ve gotten behind a bit on some of the pieces I wanted to send out, so here are four, no charts just downloads…: Traders Guide to the Markets – Convergex Sortino a Sharper Ratio – Red Rock Capital and two white papers […]
Nice piece from PWC on all things ETFs, and what to look for next: Quick chart then download: —- —- Link to Article The Next Generation of ETFs Website www.pwc.com
Blame it on Bernanke or low interest rates, but all of the valuation indicators are saying the same thing according to Doug Short: Quick chart then download: —- —- Link to Article Valuations Website http://advisorperspectives.com/dshort/updates/Market-Valuation-Overview.php
McClellan has a great chart in his weekly column examining lumber as a leading indicator for housing stocks: “Housing industry stocks as a group appear poised to start a strong pop up into early 2014. That’s the message from looking […]