here are just a few quant related: nuclear phynance wilmott futures: trading blox personal investing: bogleheads blogs:...
Renaissance Technologies, one of the world's biggest and best performing hedge fund groups, plans to launch a managed futures fund with a capacity...
This seems to fly in the face of most academic evidence for momentum. 52 Week Highs http://www.cxoadvisory.com/blog/external/blog5-23-07/...
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Recent academic TA paper in the Journal of Wealth Management: "A Quantitative Approach to Tactical Asset Allocation"...
Here is a systematic method for asset allocation. Obviously you could add other bells and whistles such as risk parity and additional asset...
Some may find this of interest: http://ssrn.com/abstract=962461 Abstract: The purpose of this paper is to present a simple...
http://hedgefundclone.blogspot.com/ 30% p.a. just by tracking the 13Fs. . . "Last summer David Einhorn won $659,730 for placing 18th in the...
does anyone have any hedge funds they suggest I take a look at that would be a good fit for this approach? Currently on my to do list is:...
Some may find this of interest - I only post on ET about once a year, but the full post can be found at this site:...
I would expect the IRS to rule that if they are based on the same index, they are substantially identical. Otherwise I bet you're good.
Anyone take this exam (Level II) thoughts?
just took the Level II. willing to part with the whole set for $200. retails for $500. great review of alternatives even if you are not...
I have the UpperMark Study Guides + Formula Sheets for the Level I (Feb 06 Edition) and the Level II (Sep 06 Edition) Also have CFA Standards...
short the housing futures then. . .
simple supply and demand. check out 'margin of safety' regularly goes for $1200
does anyone here invest in listed alternative funds? i am speaking of the trend of KKR, Goldman, etc to list funds on foreign exchanges (mostly...
thanks riskarb - have any names of funds for me? the only time (according to the study recently out - "The recent behavior of financial market...
Or if there is, please let me know. The only one I found close is CKP out of Germany. If you're going to have a short vol fund, why not...
no one have any?
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