Trend – Page 3 – The Idea Farm by Meb Faber

July 14, 2015

Dispersion

Below is the first piece of research I am sending that rewards readers for passing on good research ($100). This piece talks about diversification across CTAs (and stocks) from Kaminski (who happens to have a new book out on trendfollowing and […]

June 16, 2015

More on 3 Way & Pictet

Got a lot of q’s on that last post so did a longer article on my blog with some stats you can read here. I haven’t posted much from Pictet in awhile, but the Three Asset Model reminded me of their […]

April 17, 2015

Carry and Trend

Carry and trend piece from PIMCO. Chart then download: —- —- Download PDF Carry and Trend Website www.pimco.com/

October 21, 2014

Trendfollowing in Rising Rates?

I sat on a panel with Vineer at a conference and found him to be quite intelligent in our wide ranging discussion. Below is a fun new paper from PIMCO on trendfollowing(!) in various interest rate environments. Below is a […]

May 18, 2014

Mo Mo Mo!

Long time readers know that my favorite place to invest is the intersection of value and momentum. Below is one article and two new white papers all worth a read on momentum, and value and momentum. First chart from Patrick […]

December 4, 2013

All In Mo

Pictet is a multi-billion $ asset manager out of Europe. I am slightly embarrassed to admit I had never heard of them until recently when a reader emailed me some of their work. They have one momentum strategy they describe as: “One […]

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 27, 2013

Cloning Managed Futures

A fun guide on how to clone or index managed futures. Why pay for a Winton when you can do it all yourself? —- —- Link to the Article Demystifying Managed Futures Website http://pages.stern.nyu.edu/~lpederse/

August 2, 2013

Newfound Research

Many of you are already familiar with the crew from Newfound, mainly due to their work with f-squared and the Virtus funds. I attached a few of their white papers, but it is worth going to their website and taking […]

June 12, 2013

Value, Mo, and Dividends in Emerging Markets

The good folks at O’Shaughnessy have another good paper out, this time examining the traditional value, momentum, and dividend factors in emerging markets. Not surprisingly, they work great! A quick chart before the download: —- —- Download PDFs here Emerging […]

March 12, 2013

The Charts That Matter

Not many fund companies have a head of technical analysis anymore, but they probably should. Riccardo Ronco is a practitioner that has won numerous awards for his work at London based Aviate Global. Below is a chart that contains a […]

January 31, 2013

Ultra Long Trends

I’ve featured Eric Crittenden and Cole Wilcox a number of times on the blog over the years with their previous firm, Blackstar. They have changed the name to Longboard (which being a rather poor but aspiring surfer I like), and […]

November 8, 2012

Some Simple Tricks to Boost Momentum Performance

In this piece Societe Generale looks at ways to improve upon price momentum screens for selecting stocks and avoid the massive drawdowns of 2009. From the piece: —- “Macro news has been dominating stock prices and is likely to continue […]

October 25, 2012

Counter Trend Trading

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 21, 2012

20% Returns for 100 Years

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 […]