Monday links: Generation Bonds

• abnormalreturns
• October 31st, 2011

Quote of the day

Cordell Eddings, “The biggest bond gains in almost a decade have pushed returns on Treasuries above stocks over the past 30 years, the first time that’s happened since before the Civil War.”  (Bloomberg also Crossing Wall Street)

Chart of the day

 

How quickly they fall.  MF Global ($MF) files for bankruptcy.  (Bloomberg, Dealbook)

 

Video of the day

William Ackman:  the psychology of investing.  (BigThink)

Market

What happens when stocks and bond yields are hitting 50 day highs.  (Quantifiable Edges)

What high implied correlations mean for the stock market.  (Minyanville)

The most cyclical sectors were big winners last week.  (Dragonfly Capital)

The market is trying to consolidate its recent gains.  (Big Picture)

A seasonality map for November.  (MarketSci Blog)

Strategy

On the challenge of position sizing.  (Peter L. Brandt)

On the parallels between investing and betting on the NFL.  (The Interloper)

The parallels between 2011 and 1998.  (Ivanhoff Capital)

What risk parity means?  (Portfolio Probe)

Companies

Exhibit #735 on why Americans hate corporations:  the $100 million severance package.  (WSJ)

Boards of directors:  what are they good for?  (Frank Voisin)

Tough times for the tanker industry as some rates hover above zero.  (FT)

Finance

Why we need a “dolphin safe” banking system.  (I Heart Wall Street)

You can’t have banking without investment banking.  (voxEU)

Location, location, location doesn’t seem to matter as much these days.  (SSRN via @jasonzweigwsj)

A lot of investment performance in unrepeatable.  (the research puzzle)

Funds

What is the profitability of a strategy of shorting pairs of leveraged ETFs?  (Falkenblog)

On the challenges inherent in performance attribution.  (Capital Spectator)

Pray you haven’t been in these mutual funds this year.  (Morningstar)

Ten strange facts about the ETF industry.  (ETFdb)

Global

Keep watching Euro bond yields.  (The Source, ibid)

The Euro crisis is back on again after taking the weekend off.  (Free exchange)

The Euro crisis is weighing on Euro corporations.  (WSJ)

Another Russian company, potash miner UralKali, looks to list on the LSE.  (FT Alphaville)

Economy

The Chicago PMI weakened in October.  (Bloomberg)

It’s time for wage growth to start kicking in.  (EconomPic Data)

How a new and improved HARP could help the economy.  (Econbrowser)

The US has a startup problem.  (Wonkblog, peHUB)

Earlier on Abnormal Returns

What you missed in our Monday morning linkfest.  (Abnormal Returns)

Technology

Data is the new dotcom.  (Information Arbitrage)

If you aren’t technical, get technical.  (A VC)

Abnormal Returns is a founding member of the StockTwits Blog Network.

Abnormal Returns is a participant in the Amazon Services LLC Associates Program, an affiliate advertising program designed to provide a means for sites to earn advertising fees by advertising and linking to Amazon.com. If you click on my Amazon.com links and buy anything, even something other than the product advertised, I earn a small commission, yet you don't pay any extra. Thank you for your support.

The information in this blog post represents my own opinions and does not contain a recommendation for any particular security or investment. I or my affiliates may hold positions or other interests in securities mentioned in the Blog, please see my Disclaimer page for my full disclaimer.

blog comments powered by Disqus