February 3, 2015

What to do after a Big Stock Drop?

Back to back Mauboussin!  In this piece he looks at what to do after a 10% drop in a stock.  I feel like Altucher wrote about this in his first book for shorter time frames, but seems like a very […]
January 22, 2015

Is it Time for Active?

I was going to summarize my thoughts on the attached but I’ll let you digest it without my input. —- —- Download PDF Rates and Active Management Website www.nomura.com
January 11, 2015

Yield Distortions

I’m going to have to read this twice, but it’s good.  The IMF on bubbles. Chart and download: —- —- Download PDF Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework Website http://www.imf.org/
January 6, 2015

Tail Risk

You could switch out the words “down trend” from my old paper for “high vol” in this paper and would have similar conclusions. Interesting nonetheless! Table and download: —- —- Download PDF How Tail Risk Changes Over the Market Cycle Website http://www.firstquadrant.com/
December 31, 2014

All Weather of Your Own

Happy New Years to all – as a reminder for all of your friends an colleagues, prices go up tomorrow so let them know they can still subscribe at the lower rate for one more day!  Below is a fun […]
November 21, 2014

Bond Risk

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 […]
August 3, 2014

Sharpe Parity

Fun little twist on risk parity ideas. The chart then downloads: —- —- Download PDFs Sharpe Parity Website http://ubs.com/ via http://dailyalts.com/
July 31, 2014

A Different View on CAPE

Joachim Klement has an update to some of his papers, and while he has some different takes on CAPE and value, he had one chart that I loved on CAPEs and future drawdowns. Not surprisingly, the more you pay for […]
June 20, 2014

The Market Price of Uncertainty

A friend passed along the name of this local research shop that I was not familiar with.  This is an interesting paper on volatility, no hot stock picks but a few memorable quotes and passages…including something that keeps the asset […]
May 4, 2014

Where is Yield Curve Steepest?

Interestingly enough, a lot of the countries with steep yield curves are also some of the countries with the cheapest valuations.  A nice combo. Charts then downloads: —- —- Download PDFs A Classic Barometer Websites http://www.rba-llc.com/
January 24, 2014

All on Vol

Jared has forgotten more about options than I have ever known.  Below he has graciously agreed to share a few issues of his paid newsletter Volatility Tracker with Idea Farm subs. Below is an excerpt of a few trade ideas before the […]
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 […]
September 23, 2013

Trade Ideas

Once a month I send out an email to readers that have not yet subscribed to The Idea Farm with a recent newsletter. Below is a recent piece from Waverly Advisors.  More info on their shop below,  but institutional investors and sophisticated […]
September 16, 2013

4 Papers

I haven’t read much interesting in the newsletter space lately.  A few readers also let me know I send out too many emails, so I’ve tried to dial it back a bit. However, there have been a slew of interesting […]
August 16, 2013

REAL Real Returns

This is an excellent piece by Thornburg, and it reminds me of Mladina’s piece on triple net returns. Quick chart before the download. —- —- Download PDFs Real Real Returns Website http://www.thornburginvestments.com