January 27, 2019
Nice year end letter from OSAM and crew… Chart then download:—- —- Link Year End Letter Website Good investing,Meb Fabertheideafarm.com
January 16, 2019
AQR crew on factors displaying momo… Abstract then download:—- In this article, the authors document robust momentum behavior in a large collection of 65 widely studied characteristic-based equity factors around the globe. They show that, in general, individual factors can […]
January 14, 2019
Fun little piece from Corey on tactical parameters and the like… Pic then download:—- —- LinkFragility Case Study: Dual Momentum GEM Websitehttps://blog.thinknewfound.com Good investing,Meb Fabertheideafarm.com
July 3, 2018
Many factors haven’t worked that well post publication. Does mo? Chart then download: —- —- Download Quant Insights Momentum Website http://www.himco.com/our-thinking/ 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
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
February 2, 2018
Y’all know Leuthold’s Green Book is probably my favorite monthly publication. Occasionally I plead and they let me share some other their great research. (You can check out a really fun pod with Doug Ramsey here) Below is a nomination for […]
October 19, 2017
Old momentum, new momentum, stale momentum… We often use mo as a “final sort” on multi-factor or value strategies….some fun insight from RA. Chart then downloads: —– —– Download Can Mo Be Saved? Website https://www.researchaffiliates.com/ Get a Free Subscription! If […]
October 8, 2017
A fun look at the Coppock Curve by Tom McClellan. I also included an old article we did on the topic… Chart then download: —- —- Links Coppock Curve Getting to High Level Coppock Curve Applied to Global Markets Website […]
August 28, 2017
As a reminder, if you send me a link/PDF to a research piece that I then use, I will credit your account $100. We have readers that have made over $700 this way…so just send an email with RESEARCH in the subject […]
August 21, 2017
A complimentary macro strategy to trend? …chart then download: —- —- Link Macro Momentum Website https://www.aqr.com/
July 26, 2017
Before we get to today’s issue, wanted to remind all our subs to make sure to send us any feedback…We’d like to cram as much value as we can into the subscription, so let us know any and all ideas! […]
June 28, 2017
This was one of the first pieces we sent out to the Farm, now updated through 2016… Abstract, chart, then downloads… —- In this article, the authors study the performance of trend-following investing across global markets since 1880, extending the […]
May 2, 2017
Nice little 20 pager from Morgan Stanley. This chart caught my eye in the current Arnott/Asness factor valuation and timing debates… Chart and download: —- —- Link to Download On the Markets Website https://www.morganstanley.com
December 18, 2016
You guys know I love the cheap global stocks…turns out Research Affiliates does too. Love this chart! Also threw in a bonus piece on Systematic Global Macro… Chart then two downloads: —- —- Downloads The Emerging Markets Hat Trick: Time […]