January 13, 2016

Three rules

Below are three papers and presentations on indexes and some modern applications, which sounds boring, but is actually pretty interesting. First, we have Prof Lo with a white paper on indexes. Next up is a short piece by Vanguard on smart […]
January 6, 2016

Hedge Fund TV

A fear years back I wrote about a handful of million dollar fintech ideas.  Many of these ideas have been attempted with varying levels of success. One idea was a “best ideas” podcast, and another was a long form interview in […]
January 4, 2016

CAP Updates

Quarterly CAPE Ratio Updates! Using the CAPE ratio on foreign stocks would have worked great in 2015.  At least on a relative level, on an absolute basis almost everything lost money. As a reminder, we transitioned to using the MSCI […]
January 3, 2016

$7,000 in Savings

The Q Group is a quant forum that has been around for 50 years.  They host a couple seminars each year with a membership price tag of $6,500. They bring in some of the top quants and academics from around […]
January 2, 2016

Should You Rebal? How?

Two fun articles on asset allocation.  The first is on risk parity, the second on when and how to rebal. (Quick summary – yearly is fine.) Charts then downloads….and Happy New Years! —- —- DOWNLOAD PDFs Strategic Asset Allocation Putting […]
December 27, 2015

Free 200 Page Book on ETFs

I don’t know anyone that knows more about ETFs than this crew.  200 page free PDF put out by the ETF.com guys and the CFA Institute. Straight to download… DOWNLOAD A COMPREHENSIVE GUIDE TO EXCHANGE- TRADED FUNDS (ETFs) Website https://www.cfainstitute.org/learning/products/publications/rf/Pages/rf.v2015.n3.1.aspx […]
December 24, 2015


Tom does a great job with charts…a couple below followed by his Learning Center full of archived ideas… Charts then link —- —- Website http://www.mcoscillator.com/learning_center/ Get a Free Subscription! If you send me an email with a link or attachment […]
December 19, 2015

Invest with the House

Attached is a PDF of my new book!  As this book doesn’t come out until 2016, please don’t share publicly. Let me know what you think, and happy holidays! Cover then download… —- DOWNLOAD Invest with the House Website mebfaber.com […]
December 15, 2015

Outlook 2016

I know y’all probably don’t want a lot of material on year end outlooks, but here is a good one.  Although a little long at 150 pages… Graph then link: —- —- DOWNLOAD DB Outlook LINK www.db.com Get a Free […]
December 14, 2015

The Green Line

Nice overview from Vanguard on the outlook for 2016.  Though it is always worth questioning what you read and what you see when people want to convey a message.  If I saw the below chart, I would say the green […]
December 9, 2015

Just How Bad Is Emerging, and How Good Is the U.S.?

Great piece from GMO as usual on foreign stocks….must read! Graph then link: —- —- DOWNLOAD “Just How Bad Is Emerging, and How Good Is the U.S.?” LINK https://www.gmo.com/ Get a Free Subscription! If you send me an email with […]
December 1, 2015

Dissecting Investment Strategies in the Cross Section and Time Series

Quite a mouthful that title.  Great paper from folks at AHL/Man on combining carry, value, and momentum. Graph then link: —- DOWNLOAD Dissecting Investment Strategies in the Cross Section and Time Series LINK http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2695101 Get a Free Subscription! If you […]
November 13, 2015

Contrarian and Trend Timing

Fun article from AQR on contrarian and trend timing.  You know I like it! Graph then link: —- DOWNLOAD Market Timing is Back in the Hunt for Investors LINK https://www.aqr.com/ Get a Free Subscription! If you send me an email […]
November 8, 2015

13F: Children’s Investment Fund Management

APPENDIX X – The Children’s Investment Fund Management It’s called The Children’s Investment Fund Management, but it doesn’t have much to do these days with the charity from which it got its name. TCI, as it is now usually called, […]
November 5, 2015

Trinity and Tigers

I published a piece yesterday on the blog about including trend in a global allocation portfolio.  Most institutions don’t invest much in trend strategies which I think is a shame. Also, this email is focused on a new piece from […]