Archive for August, 2010

• Top clicks this week on Abnormal Returns
  abnormalreturns, August 20th, 2010 at 3:33 pm, Comments: 0

  Thanks for checking in with us this weekend.  Here are the items our readers clicked most frequently on Abnormal Returns Now and Abnormal Returns Classic [...]

• Friday links: return of mean reversion
  abnormalreturns, August 20th, 2010 at 12:16 pm, Comments: 0

  Reports of the death of mean reversion are greatly exaggerated.  (James Montier) The global yield curve is flattening.  (Macro Trader) Stocks and bonds both can’t [...]

• Friday screencast: transport traction
  abnormalreturns, August 20th, 2010 at 12:14 pm, Comments: 0

  Transportation stocks are often looked to as indicators for the health of the US (and global) economy.  Companies like FedEx (FDX) and UPS (UPS) are [...]

• ARTV with Mike Bellafiore
  abnormalreturns, August 20th, 2010 at 11:51 am, Comments: 0

  Last night on Abnormal Returns TV we talked with Mike Bellafiore, co-founder of SMB Capital and the author of “One Good Trade.”  We discussed what [...]

• Thursday links: approaching zero
  abnormalreturns, August 19th, 2010 at 12:59 pm, Comments: 0

  Where did the bulls go?  (Bespoke) Is somebody messing with the VIX?  (Daily Options Report) Putting the Hindenberg Omen into some technical perspective.  (Barron’s) More [...]

• Thursday screencast: from bars to bits
  abnormalreturns, August 19th, 2010 at 12:57 pm, Comments: 0

  It used to be the case that buying and selling physical gold was a cumbersome process.  Now in the age of the ETF it has [...]

• Wednesday links: bubblicious bonds
  abnormalreturns, August 18th, 2010 at 12:01 pm, Comments: 0

  Does the bond market now resemble the dot com boom?   (Big Picture) Don’t short bonds…yet.  (Aleph Blog) The rally in long duration Treasury ETFs illustrated.  [...]

• Wednesday screencast: balancing life’s portfolio
  abnormalreturns, August 18th, 2010 at 11:55 am, Comments: 0

  The news broke this morning that famed money manager Stanley Druckenmiller was retiring from managing outside money after some thirty years in the business.  Two [...]

• The art of reading 13-F filings
  abnormalreturns, August 17th, 2010 at 8:46 pm, Comments: 0

  Much is made these days when the brand name hedge funds release their holdings via 13-F filings with the SEC.  However the analysis of these [...]

• Tuesday links: flat forwards
  abnormalreturns, August 17th, 2010 at 1:22 pm, Comments: 0

  Checking in on mid-month asset class performance.  (Capital Spectator) The forward swap curve is very, very flat.  (EconomPic Data) Like the rest of the fixed [...]