Archive for July, 2009

• Thursday links: obsession with growth
  abnormalreturns, July 16th, 2009 at 12:27 pm, Comments: 0

  The VIX is up.  Should we be worried?  (Research Reloaded, Daily Options Report, VIX and More) Catching up with June hedge fund performance.  (market folly) [...]

• Wednesday links: bonus backlash brewing
  abnormalreturns, July 15th, 2009 at 11:45 am, Comments: 0

  Goldman Sachs (GS) risks a backlash if it pays out record bonuses.  (Clusterstock, Breakingviews, Bespoke) Goldman is just better than their competition. (Curious Capitalist, Economist) [...]

• Tuesday links: risk and no return
  abnormalreturns, July 14th, 2009 at 12:12 pm, Comments: 0

  For all practical purposes, is the equity risk premium actually zero?  (Falkenblog) “If a certain strategy [asset allocation] worked for your grandparents, that’s probably a [...]

• Monday links: second stimulus
  abnormalreturns, July 13th, 2009 at 11:52 am, Comments: 0

  “But to a degree unique among its peers, Goldman has turned the crisis to its advantage.”  (NYTimes also Big Picture, Clusterstock) It’s taken some time [...]

• Sunday links: parasitic trading
  abnormalreturns, July 12th, 2009 at 3:29 pm, Comments: 0

  Just how long run does stock market data really run?  (WSJ also Big Picture) The S&P 500 is up against all sorts of moving averages.  [...]

• Who Is Your Investment Co-Pilot?
  abnormalreturns, July 10th, 2009 at 4:08 pm, Comments: 0

  Did you know that when US Airways Flight 1549 struck a flock of Canadian geese on takeoff Captain Chesley (Sully) Sullenberger was not flying the [...]

• Are asset allocation models broken?
  abnormalreturns, July 10th, 2009 at 1:36 pm, Comments: 0

  The failure of asset allocation during the economic crisis to protect portfolios from harm has become a popular topic of late.  Tom Lauricella at the [...]

• Friday links: asset allocation blues
  abnormalreturns, July 10th, 2009 at 11:26 am, Comments: 0

  Advocates of asset allocation are going back to the drawing board.  (WSJ also Curious Capitalist, Aleph Blog, Abnormal Returns) Who knew?  Junk bonds experience more [...]

• Thursday links: records of the past
  abnormalreturns, July 9th, 2009 at 1:39 pm, Comments: 0

  Individual investor bearish sentiment is on the rise.  (MarketBeat) Relative sector performance since the June top.  (Big Picture) Is some measure of normalcy returning to [...]

• Wednesday links: simple signals
  abnormalreturns, July 8th, 2009 at 9:59 am, Comments: 0

  The United States Natural Gas Fund (UNG) runs out of shares.  (WSJ, Daily Options Report) Has John Meriwether finally run out of chances?  (DealBook, Bespoke) [...]