January 29, 2019

Global Monkey

I think I sent this before but couldn’t find it, so, worth a re-read! Winton on home bias and random portfolios…. Chart then download:—- —- Link The Global Monkey Website Good investing,Meb Fabertheideafarm.com
January 24, 2019

IS VOLATILITY A FRIEND OR A FOE?

Fun little paper and graphics…. Chart then download:—- —- Link Volatility a Friend or Foe? Website Good investing,Meb Fabertheideafarm.com
November 23, 2018

Rotating

I like Pim’s concept of rotating into more conservative equities when the market is $$$$. Chart then download… —- —- Download PDF Risky CAPE Website https://www.robeco.com Good investing, Meb Faber theideafarm.com
November 14, 2018

LONG-TERMCAPITALMARKETASSUMPTIONS

Monster doc that probably has interesting charts for everyone…below on growth of private companies… Chart then download… —- —- Download PDF LONG-TERM CAPITAL MARKET ASSUMPTIONS Website https://am.jpmorgan.com/pt/institutional/our-thinking/2018-long-term-capital-market-assumptions Good investing, Meb Faber theideafarm.com
October 30, 2018

Somebody Likes the Miners…

Wowza somebody bullish on metals and miners! Chart then download… —- —- Download PDF CML Website https://www.pinebridge.com/ Good investing, Meb Faber theideafarm.com
October 17, 2018

It Was the Worst of Times: Diversification During a Century of Drawdowns

This AQR paper reminds me a lot of our tail risk white paper.  Great read! Chart then download… —- —- Download PDF Worst of Times Website https://www.aqr.com/Insights/Research/Alternative-Thinking/It-Was-the-Worst-of-Times-Diversification-During-a-Century-of-Drawdowns Good investing, Meb Faber theideafarm.com
August 30, 2018

King of the Mountain

Great paper showing the relationships between valuations (CAPE) and inflation and real interest rates… Chart then download: —- —- Download PDF King of the Mountain Website https://www.researchaffiliates.com/ Good investing, Meb Faber theideafarm.com
August 24, 2018

Fixed-Income Outlook: Tail Risks Are Getting Fatter

Fixed income outlook from Guggenheim for you bond folks… Chart then download: —- —- Download PDF Fixed-Income Outlook: Tail Risks Are Getting Fatter Website https://www.guggenheimpartners.com/ Good investing, Meb Faber theideafarm.com
June 19, 2018

How Long?

How long until you know if that smart beta ETF you bought is delivering alpha?  Oh, I dunno, 67 years or so? Chart and download: —- —- Download Factor Fimbulwinter Website https://blog.thinknewfound.com/2018/06/factor-fimbulwinter/ Good investing, Meb Faber theideafarm.com
June 15, 2018

Lil bit of everything…

Lots in here from Invesco, including come good charts below… Charts and link: —- —- Downloads Invesco Macro Website https://www.invesco.com/portal/site/us/financial-professional/etfs/resources/library/ Good investing, Meb Faber theideafarm.com
June 13, 2018

Tesla Growth

Recent issue of Graham and Doddsville with fun interviews with Greenwald and Mauboussin… Quote and link: —- “We wrote about Tesla in 2015 when Elon Musk laid out the path for Tesla to get to a $700 billion market capitalization. That […]
June 11, 2018

Factors from Scratch

I’m sure most of you have already seen this, but worth reading or downloading….a collab between anon Jesse Livermore and the OSAM crew… Chart and link: —- —- Downloads Factors from Scratch Website http://osam.com/Commentary/factors-from-scratch Good investing, Meb Faber theideafarm.com
May 30, 2018

Corporate Bond Factors

Starting to be more research and info on factors applied to corporate bonds… Chart and download: —- —- Downloads Multi Factor Approach to Corporate Bonds Website https://www.robeco.com/en/ Good investing, Meb Faber theideafarm.com
May 28, 2018

Will it Blend?

Age old question:  Do you rank factors individually then combine the portfolios, or average the rankings?  Which works best? Chart and download: —- —- Downloads Food for Thought: Integrating vs. Mixing Website https://www.researchaffiliates.com/ Good investing, Meb Faber theideafarm.com
May 19, 2018

Real Estate Betas

Great piece from Mladina on real estate betas… Short quote then the download: “The compensated portion of public REIT returns is explained by a rich factor mix that is analogous to a port- folio composed of approximately 60% small value […]