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Risk Parity : The Interrogation

Gonna try and listen to this on the plane back to LA. Webcast Replay Download Slides   More from Bwater, Salient, and Invesco: The All Weather Story   Investment Insights – When Yields Rise   Risk...

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Why You Should (NOT) Invest in Hedge Funds through 13Fs

I’ve done more articles on 13Fs than I can remember.  But I often get tired of hearing people repeat nonsense about 13Fs with no data to back it up. Mark Yusko has a great oberservation in the below...

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When Funds Go Out of Business

I used to write a lot about the managed futures space.  I love the strategy, but still think it is ripe for disruption.  Add on the fact that it has been a poor environment for these funds the last...

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Bubbles

This is a fun video I had never seen before on John Law (HT @ValueWalk) Some readings at the end… Learning to Love Investment Bubbles     John Law and the Mississippi Bubble by Richard Condie, National...

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Supply and Demand

Same amount of money chasing reduced supply = PE multiple expansion. Nice piece from Barron’s this wknd.    

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The Investment Brief

It is good to see people tackling our 5 Million Dollar Ideas in FinTech.  Below is one such example, and I’ve talked the founder into letting my readers have a free three month subscription.  See...

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Screenshots from Tactical Backtester

Almost done cobbling together this backtester, aiming to send it out later this week.  A few screenshots below from the current model… —- In addition to the regular benefits of subscribing to The...

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Small Caps, Cheap or Expensive?

It always surprises me when people have not heard of The Leuthold Group.  (Maybe because they are based in MN?!) They put out some great research so check out their site!  Below on small cap...

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Bitcoin vs. South Seas Stock

This is just for fun, I have no idea if or when the bitcoin train will ever get derailed.  You could compare this to any speculation that has gone parabolic, I just like ones that are over 200 years...

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Next Tuesday

A preview of what is coming next Tuesday!      

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All-In with Momentum

This post is similar to the recent post we did on F-Squared.  We sent out a research piece recently to The Idea Farm list from Pictet, a multi-billion $ asset manager out of Europe.  I am slightly...

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CAPE Country Returns YTD, the Ball Donât Lie!

I’ve been publishing CAPE updates for countries quarterly on The Idea Farm, and below I highlight a blurb from our upcoming year end outlook.  This chart shows the returns to country ETFs and the 10...

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The Most Important Yield Chart in the World

Patrick O’Shaughnessy has a great piece this month where they touch on a topic that is incredibly important now.  We mentioned this back in August where the premium that dividend yield stocks are...

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Dogs and Cows of the Dow: Dividends and Buybacks

I thought this would be a fun way to visualize the Dow stocks, and how they distribute their cash through dividends and buybacks.  Most friendly on the left to least friendly on the right. Note that...

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Sentiment Update

I’m not sure why the Investors Intelligence (which polls advisors) is so much more bullish than AAII (individuals), maybe perhaps since individuals still haven’t bought into the market rally?  Curious...

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A Good Problem to Have â Idea Farm

I moved The Idea Farm to a private list because it was getting too big, and many publishers didn’t want their research going out to a large audience, or available freely on the internet.  I have...

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Arnott on Emerging CAPE

Good to see Rob get a life time achievement award this past week in AZ, also good to see RA fundy assets cross $100B. Here he chats with Tom Lydon, and near the end he talks about just how low the CAPE...

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3 Years of Bloodâ¦

Investors love chasing returns, always to their detriment.  The best place to be allocating likely is the worst performers over the past 3-5 years.  And if you have a strategy you believe in, the...

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CAPE Fear

Lots of people commenting on a recent article from the very good blog Philosophical Economics written by @Jesse_Livermore.  I’m writing a book on the topic of global stock valuation models probably...

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Valuation Distributions Across Time

This is a good post over from the Eudora Fund website looking at the distribution of value factors across time… Quotes from site: For readability’s sake, I’ve bolded the 5th and 95th percentile...

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