September 9, 2016
I’ve never been quite comfortable with resource stocks as a pure substitute for commodities, but this piece from GMO makes a good argument. Chart then link. —- —- Link to article: An Investment Only a Mother Could Love: The Case […]
August 27, 2016
Cliff and Rob debate their factor timing papers at the Morningstar conference. Full transcript below. Plus, you can subscribe to the M* magazine for free – and you should, it’s very good. No quotes just link. Link to article: Meeting of the […]
July 29, 2016
Wide! Found this via Brooklyn Investor. Chart then download: —- —- Download Q2 Commentary Website http://www.pzena.com/ Get a Free Subscription! If you send me an email with a link or attachment to a piece you think readers would love, and I […]
June 23, 2016
Monster SocGen paper on trend. Sounds a little bit like the Trinity portfolio so you know I love it! Chart, quote then download: —- “Trend-following systems have a defensive risk profile due to their positive returns in most market downturns. They […]
June 9, 2016
Today’s read comes from subscriber B.J. (recall you get $100 if you email over a piece I end up using!). It takes a look at the q: what happens to the stock market when it hits a new high after […]
April 20, 2016
Great slideshow from Start Capital, with some awesome charts! Chart then download: —- —- Download PDF Stock Selection Website http://www.starcapital.de Get a Free Subscription! If you send me an email with a link or attachment to a piece you think […]
February 22, 2016
Fun little piece from Research Affiliates on forecasting models. Chart then download: —- —- Download PDF Forecasting Returns: Simple Is Not Simplistic Website http://www.researchaffiliates.com/ Get a Free Subscription! If you send me an email with a link or attachment to a […]
February 15, 2016
My old white papers talked about combining momentum (relative strength) and trend (time series mo). It works great across asset classes, and apparently, within stocks too. Table then download… —- —- Download PDF The Enduring Effect of Time-Series Momentum on […]
February 4, 2016
The Canadian $ has been getting hammered, which is good for US skiers like me that really want to travel up the Powder Highway. Had not seen this source before but fun little article. Chart then download: —- —- Download […]
December 9, 2015
Great piece from GMO as usual on foreign stocks….must read! Graph then link: —- —- DOWNLOAD “Just How Bad Is Emerging, and How Good Is the U.S.?” LINK https://www.gmo.com/ Get a Free Subscription! If you send me an email with […]
September 2, 2015
Those who have an interest in following the activists will like today’s piece. Below are three pieces from Activist Insight. Screenshot then downloads… —- —– Download August 2015 July 2015 Annual Review Website Home Get a Free Subscription! If you […]
July 21, 2015
This piece reminds me of that old Blues Traveler Song. Chart, then download. —- —- Download PDF Are Stocks Overvalued? Website http://www.researchaffiliates.com/ Get a Free Subscription! If you send me an email with a link or attachment to a piece […]
June 21, 2015
What stocks are more likely to experience crashes? Quote then download: —- “We then turn to the central topic of forecasting stock price crashes. Previous research has identified a number of characteristics that forecast stock price crashes, including abnormally high […]
June 15, 2015
Three assets: stocks, long bonds, and gold. Equal weight whatever is above the long term trend (10 month SMA). That’s it. Similar to our old QTAA paper, and so very basic (which is good). Picture, no download. Copyright 2015 Ned […]
June 10, 2015
I had lunch with a hedge fund buddy of mine and he brought up the topic of this email. He mentioned that he found lots of interesting stocks that were former LBOs that have been taken public again. (Otherwise known […]