January 29, 2019
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
Fun little paper and graphics…. Chart then download:—- —- Link Volatility a Friend or Foe? Website Good investing,Meb Fabertheideafarm.com
November 23, 2018
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
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
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
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
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 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 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
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
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
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
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
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
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 […]