EconomPic
Monday, August 10, 2015

Death of (Plain Vanilla) Value - Long Live GARP

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Warren Buffett made news this morning, not just for making the largest acquisition of his career, but for making it at a relatively lofty 22...
Wednesday, July 15, 2015

From Momentum to Mean Reversion: What the Heck Happened in 2000?

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After reading about John Orford's Simplest Mean Reversion Strategy  and Simplest Momentum Strategy , I decided to take a look at how th...
Monday, July 13, 2015

Investing with Not-So-Perfect Economic Foresight

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Following up on my previous post Is there a Relationship Between the Economy and Stock Market? , which outlined the relative performance of ...
Monday, July 6, 2015

Adding a VIX Signal to Momentum

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Michael Batnick, Director of Research at Ritholtz Wealth Management, and blogger of the always interesting Irrelevant Investor , recently sh...
Tuesday, June 23, 2015

Fad Investments (the Case of Good Harbor)

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Investment News  outlines an arbitration request by an investor seeking damages for being placed in two funds; one to F-Squared (an outright...
Monday, June 15, 2015

The Case for a Steady Volatility-State Managed Portfolio

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The always interesting quant aggregator Quantocracy linked to an interesting post by John Orford  (follow John on Twitter at @mmport80) out...
Wednesday, June 10, 2015

The Relationship Between TIPS, Treasuries, and Inflation

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TIPS "treasury inflation protected securities" currently provide very little upside (return), but that exact statement can be made...
Wednesday, June 3, 2015

An Improved High Yield Alternative

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I really don't like the high yield asset class. Not just in the current environment with near-low historical yields and the potential f...
Monday, June 1, 2015

Ignore the Margin Debt Alarm

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The margin debt alarm has seemingly been sounded every few months when investors realize absolute levels of margin debt have reached new all...
Tuesday, May 12, 2015

The Case Against High Yield

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Following up on my post The Relationship Between Stocks and Bonds , which outlined why it is probable that stocks will outperform Treasury B...
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Thursday, May 7, 2015

A Guide to Creating Your Own Hedge Fund

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As a follow-up to A Guide to Creating Your Own Smart Beta Fund , let's dive into the high flying paying world of hedge fund management....
Monday, May 4, 2015

No... Investors Haven't Underperformed Every Asset Class

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The following chart has been floating around for more than a year, supposedly showing investors have not only performed poorly, but even w...
Thursday, April 30, 2015

Implications from the Rise of Passive Investing

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ThinkAdvisor  shares Jeff Gundlach's ( DoubleLine ) thoughts from the Milken Institute Global Conference, outlining the potential impact...
Tuesday, April 28, 2015

The Uncertain Future of Robo-Advice

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I had a Twitter back and forth with the founder of Wealthfront regarding the tax efficiency of their platform vs. using the same asset alloc...
Friday, April 24, 2015

The Case for Hussman Strategic Growth

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Well... maybe not the "case for". Rather, a "kinda / sorta case". If you're contemplating making a long-term allocat...
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