October 16, 2018

To Hedge or not to Hedge?

Vanguard on hedging….seems reasonable with developed sovereigns but I don’t love it for equities…(though somewhat agnostic on the topic) Chart then download… —- —- Download PDF To Hedge or not to Hedge Website https://vanguardblog.com/ Good investing, Meb Faber theideafarm.com
July 13, 2018

International Currencies and Capital Allocation

This paper won the AQR Insight award.  We talk a lot about home country bias a lot in equities, and guess what, just as bad in bonds… No chart just download (there’s also a video)… Download International Currencies and Capital […]
January 1, 2017


Here are three pieces to start out the new year!  Three charts then three downloads…best wishes for a prosperous 2017! —- Downloads PIMCO Value and Carry in FX Salient The Free Lunch Effect Blackrock Robos Come of Age
December 18, 2016

Two from RA

You guys know I love the cheap global stocks…turns out Research Affiliates does too.  Love this chart! Also threw in a bonus piece on Systematic Global Macro… Chart then two downloads: —- —- Downloads The Emerging Markets Hat Trick: Time […]
December 11, 2016

Soros the Trend Follower?

How did Soros, Buffett, and Lynch put together decades of great performance? AQR asks the question with some interesting answers… Chart and download: —- —- Link Alternative Thinking Website http://www.aqr.com
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 […]
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: http://www.cfapubs.org/