December 15, 2013

US Inflation and the Returns in Global Stock and Bond Markets

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:
December 13, 2013


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 […]
December 9, 2013

A Very Important Yield Chart

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:
December 7, 2013

New House of Money

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 […]
December 4, 2013

All In Mo

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 […]
November 26, 2013

New Look FX Investing

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:
November 21, 2013

The Only Chart That Matters

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 […]
November 20, 2013

Risk Parity Smackdown

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 […]
November 18, 2013

Traders Guide to Markets

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 […]
November 17, 2013

The Next Generation of ETFs

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
November 12, 2013

All the Valuation Indicators

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
November 10, 2013

Housing Stocks in 2014?

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 […]
November 3, 2013

Global Value Valuations

Alliance Bernstein is quickly becoming a must read for me. Quick chart then download: —- —- Link to Article Getting Back into Value Equities Website
October 27, 2013

How it All Works

I’m sure many of you have already seen these, but below is the video and accompanying 200+ page white paper from Bridgewater. Quick chart then download: —- —- Download PDF How the Economic Machine Works (PDF) Video Website
October 24, 2013

How Good are You?

My buddy Wes at Empiritrage & Turnkey Analyst just put out a fun new study going back to the 1920’s.  He wanted to know the answer to the question: “What if you had perfect foresight in picking stocks, and could […]