Archive for October, 2009

• Top clicks this week on Abnormal Returns
  abnormalreturns, October 30th, 2009 at 2:52 pm, Comments: 0

  As a little crowdsourcing experiment we are going to try something new.  Below are the top ten posts Abnormal Returns readers clicked on for the [...]

• Cash, diversification and hedging
  abnormalreturns, October 30th, 2009 at 2:16 pm, Comments: 0

  As Carl Richards at behavior gap says in plain language what many have felt this past year.  “Losses hurt [a lot]!“  The question is what [...]

• Friday links: slow capital
  abnormalreturns, October 30th, 2009 at 11:44 am, Comments: 0

  “In summary, there are always uncorrelated assets, but they are unlikely to maintain the same correlation throughout all market cycles due to the fact that [...]

• Thursday links: uncorrelated returns
  abnormalreturns, October 29th, 2009 at 7:21 am, Comments: 0

  A couple of short-term oversold measures.  (VIX and More, Quantifiable Edges) Most investors would have been better off doing nothing the past eighteen months.  (IndexUniverse) [...]

• Wednesday links: stale prices
  abnormalreturns, October 28th, 2009 at 11:55 am, Comments: 0

  Don Fishback, “It appears as though VXX is yet another in a long line poor performing ETFs that are based on futures products.”  (Don Fishback) [...]

• Why context matters
  abnormalreturns, October 28th, 2009 at 11:40 am, Comments: 0

  I believe virtually everything I read, and I think that is what makes me more of a selective human than someone who doesn’t believe anything. [...]

• Tuesday links: stock price fragility
  abnormalreturns, October 27th, 2009 at 11:52 am, Comments: 0

  Eric Falkenstein, “I would estimate 90% of all alpha is misrepresented.”  (Falkenblog) Just what is the “implied cost of assuming alpha’s existence“?  (All About Alpha) [...]

• Monday links: transport weakness
  abnormalreturns, October 26th, 2009 at 12:04 pm, Comments: 0

  “The hedge fund industry is on the brink of recouping all its investment losses sustained during the credit crunch, placing many funds in a position [...]

• Just who is the smart money?
  abnormalreturns, October 26th, 2009 at 8:41 am, Comments: 0

  The following comment by Joe Weisenthal via Twitter got us thinking about just who is the “smart money” these days. With the junk bonds rallying, [...]

• Sunday links: your own time horizon
  abnormalreturns, October 25th, 2009 at 3:20 pm, Comments: 0

  Jason Zweig, “As an investor, you are free to choose your own time horizon. If other people want to try earning a few fractions of [...]