December 2, 2014
Novus is becoming one of the best sources of hedge fund intelligence, new report below… Chart then link: —- —- PDF Intelligence Report Website: https://www.novus.com/
November 30, 2014
13F week 5…I’m experimenting with just pasting this in the body of the email instead of a PDF… CHAPTER 5 – ARIEL INVESTMENTS “The problem is that most investors do not view negative returns and extreme volatility opportunistically. As self-proclaimed […]
November 27, 2014
I was a little too quick to send Tepper’s portfolio last weekend, it was slightly off. Correct one below! Happy Thanksgiving!
November 21, 2014
Short piece from Ineichen. Quick read with a couple good charts on stocks vs. bonds. While stocks are more risky by vol, bonds can slowly bleed to death in inflationary times… Chart then link: —- —- PDF MYTH: Time reduces risk […]
November 16, 2014
November 14, 2014
I haven’t read much of interest lately (if you see anything great pass along as always!). We’ve featured a lot of Research Affiliates though, and this email they look at some very simple factors back to 1960s. Nothing you probably […]
November 9, 2014
13F week 2 includes pros and cons of the strategy and our first manager profile! PROS & CONS & ABRAMS
November 2, 2014
I promised to start sending out a series of posts on tracking my favorite hedge funds and their stocks picks. Starting today I will be sending out a weekly post on Sunday for you to read with your NFL consumption. […]
October 23, 2014
I like reading Niels Jensen’s Absolute Return letter. He’s been absent for awhile due to a bike accident (get better Niels!), and below is his October piece. I have seen the below chart with real returns but never Sharpe Ratio […]
October 21, 2014
I sat on a panel with Vineer at a conference and found him to be quite intelligent in our wide ranging discussion. Below is a fun new paper from PIMCO on trendfollowing(!) in various interest rate environments. Below is a […]
October 17, 2014
Research Affiliates just launched a Capital Assets Forecast Portal – and it is awesome. Shiller CAPEs, fixed income, and more all with cool graphics….No download, just a picture. Go to the website and spend some time…one of the cooler resources of […]
October 15, 2014
Great news! I partnered up with Ned Davis to build all the cyclically adjusted metrics and they are letting me send them out…I sorted them based on the average across all four metrics in the second table.. I also included […]
October 10, 2014
I read everything CSFB puts out here, and so should you. Chart then download: —- —- Download PDF The Road to 2030 Website https://www.credit-suisse.com/us/en/news-and-expertise/research/credit-suisse-research-institute/publications.html
October 7, 2014
I have been traveling in Asia (Bhutan!), and the CAPE updates should follow soon. However, in the meantime I am going to pass along a simply terrific new resource. Farm subs should remember a piece I sent out a few weeks ago […]