Archive for August, 2009

• Potholes on the road to riches
  abnormalreturns, August 12th, 2009 at 11:08 am, Comments: 0

  I’m talking about liquid. Rich enough to have your own jet. Rich enough not to waste time. Fifty, a hundred million dollars, buddy. A player. [...]

• Tuesday links: hype cycle
  abnormalreturns, August 11th, 2009 at 12:17 pm, Comments: 0

  “There’s never been a level playing field in markets.”  (Clusterstock) Second-tier firms are benefiting from the challenges at top Wall Street firms.  (WSJ) Good ideas [...]

• Monday links: equity market stability
  abnormalreturns, August 10th, 2009 at 11:15 am, Comments: 0

  “Asset allocation is still relevant, but no one ever said it was easy.”  (The Capital Spectator) Hedge funds had a good July.  (WSJ, Bull Bear [...]

• Sunday links: data mining disasters
  abnormalreturns, August 9th, 2009 at 3:23 pm, Comments: 0

  How to stop yourself from falling into the trap of dating mining.  (WSJ) “So soon after the gargantuan losses of 2008, of course, it’s not [...]

• Friday links: skill or luck
  abnormalreturns, August 7th, 2009 at 12:25 pm, Comments: 0

  On the value of having to think for yourself.  (Dasan) “..there is no holy grail for traders…There isn’t a single method which is a surefire [...]

• Risk and no return
  abnormalreturns, August 7th, 2009 at 8:59 am, Comments: 0

  Have you stress-tested your fundamental investment assumptions recently? In the midst of the economic and financial crisis this was a great deal of discussion on [...]

• The true cost of cheap calories and commissions
  abnormalreturns, August 6th, 2009 at 1:50 pm, Comments: 0

  All the talk about high frequency trading reinforces the fact that securities are now trading hands at an ever expanding rate.   From The Economist [...]

• Thursday links: trend turnaround
  abnormalreturns, August 6th, 2009 at 11:52 am, Comments: 0

  Trend followers are having a hard time following up a strong 2008.   (WSJ) Should we actually require investors read the prospectus of leveraged ETFs before [...]

• Wednesday links: stretched sentiment
  abnormalreturns, August 5th, 2009 at 11:54 am, Comments: 0

  Signs that investor sentiment is getting stretched.  (Big Picture, The Technical Take) Corporate bonds (investment grade and high yield) are rocking.  Does a mean-reversion strategy [...]

• Tuesday links: risen from the dead
  abnormalreturns, August 4th, 2009 at 12:33 pm, Comments: 0

  The S&P 500 is 15% over its 200 day moving average for the first time in ten years.  (VIX and More) Nine of ten sectors [...]