Research Library – Page 65 – The Idea Farm by Meb Faber

February 15, 2016

Dual Mo, on Stocks

My old white papers talked about combining momentum (relative strength) and trend (time series mo). It works great across asset classes, and apparently, within stocks too. Table then download… —- —- Download PDF The Enduring Effect of Time-Series Momentum on […]

February 11, 2016

#1 Read of the Year

The yearly update to my favorite investing book, Triumph of the Optimists, is out! Credit Suisse’s Global Investment Returns Yearbook 2016 is here! Do yourself a favor and go and read all the archives too… Chart then download… —- —- Download […]

February 4, 2016

5 Great (Canadian) Stocks for 2016

The Canadian $ has been getting hammered, which is good for US skiers like me that really want to travel up the Powder Highway. Had not seen this source before but fun little article. Chart then download: —- —- Download […]

February 1, 2016

The Top 10 Hedge Funds

Fun little report on the top 10 hedge fund (clones) of 2015. List then download: —- —- Download PDF Top 10 Hedge Funds of 2015 Website: https://www.novus.com/ Get a Free Subscription! If you send me an email with a link […]

January 27, 2016

New White Paper

Attached is a short white paper I wrote on applying a value strategy to global sovereign bonds. It isn’t public yet so please don’t share! I may have a few more edits to make… Chart then download: —- —- Download […]

January 17, 2016

The Global Income Investor Slide Pack

Basically dividend investing has no correlation to cash flows, but shareholder yield does. You know I like it! Lots of other great charts in here. Screenshots then links. —- —- Download PDF The Global Income Investor Slide Pack Website http://www.societegenerale.com Get a […]

January 17, 2016

CAPE More Optimistic Than Bogle

Nice outlook piece from Newfound. Interesting to see that Bogle himself expects low returns from US stocks going forward. Pic then download: —- —- Download PDF Market Outlook 2016 Website Home Get a Free Subscription! If you send me an […]

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

Charts!

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 […]