August 14, 2013

Risk Parity and Rising Rates

Salient runs some risk parity portfolios, and even calculate some indexes for those that want some historical data.  Many are concerned that risk parity will suffer more in a 1970s style market (May and June were particularly brutal). Below is a white […]
July 3, 2013

Stopped. Then What?

One problem many investors have with stop losses is what to do after they have sold their position.  ie when do they get back in? Below is an academic paper on the topic that examines various ways of getting out, […]
May 29, 2013

Quality and Risk Parity

CXO is one of my favorite sites.  I login every few weeks to catch up on the flood of academic literature.  Below CXO lets us take a look at two subscriber only summaries on risk parity and quality value stocks. […]
May 24, 2013

Out of Sample World

This is the second time we have featured Cornerstone Macro is relatively short order. Their fine research will go to clients only soon, so be sure to sign up for their distribution list…A quick quote before the download: —-   […]
December 9, 2012

Volatility Based TAA

If you are not following Wes Gray and his writing you are missing out.  He churns out more research on quant strategies, stock picking, and investment theory than just about anyone I know.  He runs a few websites (in addition […]
October 28, 2012

Improving on Risk Parity

We hope you are enjoying our emails – if you have any suggestions of letters or research to include please email us and let us know. Also, if you are enjoying the emails please feel free to pass along to […]
October 5, 2012

The Idea Farm #8- The New World of Credit

Below is our eigth issue of The Idea Farm Weekly!  If you are enjoying the emails please feel free to pass along to your friends and colleagues. In this issue we include the most recent newsletter from Michael Lewitt, hedge […]
September 2, 2012

The Idea Farm #3 – AUD, CAD, and KO vs. Gold

Below is our third issue of The Idea Farm Weekly! In this issue we highlight a report from Grant’s Interest Rate Observer, a NYC investment research firm that has been publishing quality newsletters since 1983. Download the issue here:  Bubble in […]