October 31, 2017


Been awhile since I featured the Novus crew…here’s a nice follow up to the 13F Tiger work….lots of love there! Chart and download —- —- Link Catching up with the Cubs Website: https://www.novus.com/
October 29, 2017

Fintech Deck

Nice little summary deck from Kleiner… Chart and download —- —- Download Fintech Trends Link http://www.kpcb.com/ Get a Free Subscription! If you send me an email with a link or attachment to a piece you think readers would love, and […]
October 29, 2017


Hard not to read this piece and want to load up on tail risk…like 5 of you sent me this so clearly it struck a chord with some people. Lots I disagree with and some solid charts and arguements too… […]
October 24, 2017

PE…What’s the Point?

The case for PE has always been the persistence of the top quartile…well, that’s declining too. I for one don’t see why you don’t just buy a basket of small stocks sorted on EV/EBITDA…a nice liquid alternative! Chart and download: […]
October 24, 2017

New White Paper

We’ve put together two short white papers recently.  Given that they’re on tail risk and dividends, something in there to offend everyone! Tail Risk paper Taxes and Income paper Lemme know what you think! You can always find our archives […]
October 21, 2017

Managed Futs, Worst in History?

Managed futures been putting on a stinker of a show lately…opportunity or continued underperformance?  I’d bet on the former! Chart and download: —- —- Link Can You Time Managed Futures? Website https://www.steben.com
October 19, 2017


Old momentum, new momentum, stale momentum… We often use mo as a “final sort” on multi-factor or value strategies….some fun insight from RA. Chart then downloads: —– —– Download Can Mo Be Saved? Website https://www.researchaffiliates.com/ Get a Free Subscription! If […]
October 19, 2017


I know a lot of people research demographics, but for the life of me I can’t figure out how to incorporate into my investment systems.  PIMCO does a lot of work here and below is a new thick report from […]
October 18, 2017

Slide Pack

Did y’all catch my podcast with Jeff Sherman?  Really fun one…(link here). Here’s a nice slide pack from DoubleLine… Chart and download: —- —- Link Asset Allocation Presentation Website Home Page
October 17, 2017

Black Monday

Fun look back at Black Monday 30 years ago from the traders that lived it… Link Black Monday at 30 Website https://www.bloomberg.com/ Get a Free Subscription! If you send me an email with a link or attachment to a piece […]
October 16, 2017

Real Estate Bubbles

We’ve chatted a lot about Canadian real estate on the podcast…here’s a PDF from UBS on the topic… Chart and download: —- —- Link UBS Global Real Estate Bubble Index Website https://www.ubs.com/global/en/wealth-management/chief-investment-office/features/global-real-estate-bubble-index-2017.html
October 14, 2017


These two studies are interesting, though you may need to print them out and read twice… One from Leuthold and one from Alpha Architect… Charts and download: —- —- Link Factoring for Fire Reconciling Individual Stock Returns and Factor Portfolio […]
October 13, 2017

Trillion Dollar Club

I guess I shouldn’t be surprised, but still shocking to me 83% of the world’s top asset managers are US based.   Chart then link: —- —- Links Trillion Dollar Club Website Home
October 11, 2017

Is the Dividend Trade Cracking?

Y’all know how I feel about high dividend yielders but a nice blog from AB… Chart then download: —- —- Links Is the Dividend Trade Cracking? Website https://blog.alliancebernstein.com/
October 10, 2017

Global Valuations

Sorry about the delays, our data provider lost one of the countries….so here we go again… Quarterly CAPE Ratio Updates! After a great year of performance in 2016, many cheap countries are continuing to outperform. Right to the stats! Median […]