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Tag Archives: funds

Wednesday links: silent short shares

MarketsIt's hard to come up with scenarios where future S&P 500 returns are anywhere near historical levels. (blackcypresscapital.com)On the dramatic divergence between SKEW and the VIX. (twitter.com)Fund managers think the stock market is overvalued. (bloomberg.com)StrategyThe best free investing tools on the Internet. (awealthofcommonsense.com)The job of advisors is to keep investors from making big mistakes. (blogs.cfainstitute.org)OffersThe Amazon Video pilot for "The Marvelous Mrs. Maisal" is getting rave reviews. (amazon.com)Amazon Prime members can enjoy...

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Tuesday links: playing quietly in the background

MarketsBullish sentiment has likely peaked for now. (blogs.wsj.com)How BBB muni bonds perform during periods of rising rates. (blog.abglobal.com)StrategyWhy the US stock market is an exception to the rule. (blog.alphaarchitect.com)Michael Harris, "Drawing lines on charts and looking for simple patterns no longer works." (priceactionlab.com)OffersThe class business book "Barbarians at the Gate: The Fall of RJR...

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Research links: factor persistence

FactorsHow should you diversify across factors? (blog.thinknewfound.com)Some factor strategies have persistent industry tilts. (beta.morningstar.com)Factors are not commodities. (investingresearch.net)Timing return factors isn't worth the bother. (papers.ssrn.com)A review of recent papers on risk factors. (capitalspectator.com)Research linksThe case for diversifying equities with managed futures. (blog.alphaarchitect.com)Does fundamental momentum work as well as price momentum? (blog.alphaarchitect.com)Momentum and mean reversion work on different time frames. (econompicdata.blogspot...

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