January 24, 2019


Fun little paper and graphics…. Chart then download:—- —- Link Volatility a Friend or Foe? Website Good investing,Meb Fabertheideafarm.com
October 29, 2017


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… […]
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 […]
November 4, 2016

Chart Friday

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 […]
July 14, 2015


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 […]
January 6, 2015

Tail Risk

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/
August 3, 2014

Sharpe Parity

Fun little twist on risk parity ideas. The chart then downloads: —- —- Download PDFs Sharpe Parity Website http://ubs.com/ via http://dailyalts.com/
June 20, 2014

The Market Price of Uncertainty

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 […]
January 24, 2014

All on Vol

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 […]
December 22, 2013

Absolute Charts – Low Vol Edition

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/
September 23, 2013

Trade Ideas

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 […]
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 […]