Hard not to read this piece and want to load up on tail risk…like 5 of you sent me this so clearly it struck a chord with some people. Lots I disagree with and some solid charts and arguements too… […]
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 […]
Don’t forget today is the last day to download all my ebooks for free on Amazon…don’t miss out! Today we’re including just a few charts. The first chart from our friends at Leuthold demonstrates a common theme we’ve been discussing the past […]
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 […]
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/
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 […]
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 […]
A few great charts in this very worthy read from Niels Jensen. Below is a chart on a topic that is very timely, namely how flows can distort factor investing. —- —- Download PDF here Squeaky Bum Time Website http://www.arpinvestments.com/
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 […]
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 […]