Monday links: too clever by half strategies

Quote of the day

Cassandra, “The engineers who’ve championed them [risk parity strategies] sound soooo clever, and have so many academic letters following their name, one would just have to be a dolt NOT to want to adopt it for your pension plan.”  (Cassandra Does Tokyo)

Chart of the day

16166c00fecd1d373b5d4f6406d57673 Monday links:  too clever by half strategies

TIP Total Return Price data by YCharts

Don’t forget: TIPS are still bonds.  (Minyanville)

Markets

Checking in on June’s asset class performance.  (Capital Spectator also Bespoke)

Market breadth still looks pretty good.  (Reformed Broker)

Dividend payouts jumped 15% in Q2.  (Crossing Wall Street)

The precious metals washout came earlier (and faster0 than previously thought.  (Market Anthropology also Big Picture)

Bonds

Why rates shouldn’t go too much higher.  (Bonddad Blog)

The upside of the back up in interest rates.  (Learn Bonds)

You are focusing too much on the Fed.  (Econbrowser)

Trading

A mid-year trading checkup.  (Joe Fahmy)

Day of the month seasonality for July.  (MarketSci Blog)

Can you make a 20% ROI as a trader?  (SMB Training)

Research

Hedge funds seem to add value though short term contrarian trading.  (SSRN via @quantivity)

Individual investors are poor sector rotators.   (SSRN via @quantivity)

Can stop losses (and stop gains) help generate excess returns?  (SSRN via @quantivity)

Hedge funds

Why you should expect more hedge funds to move into open-end funds.  (All About Alpha)

The IRS doesn’t appreciate it when you convert short term capital gains into long term gains with the wave of a hand.  (Bloomberg)

Funds

What’s in your long/short fund and more commentary.  (Mutual Fund Observer)

Forensic accounting and the prospects for the Forensic Accounting ETF ($FLAG).  (FT)

Economy

The ISM Manufacturing index moved above 50 for June.  (Calculated Risk)

Whatever happened to all those sequester scare stories?  (Washington Post)

Homes and stocks are fairly valued. What next?  (Dr. Ed’s Blog)

A look at some independent inflation gauges.  (Pragmatic Capitalism)

A deep dive into the long term prospects for earnings growth.  (FT Alphaville)

US hospital costs (especially for births) are wicked expensive.  (Economist, NYTimes, Slate)

Earlier on Abnormal Returns

What you may have missed in our Sunday linkfest.  (Abnormal Returns)

Mixed media

Can iRadio put a dent in Pandora ($P)?  (FT also Businessweek)

Do you even need to replace Google Reader?  (Wonkblog)

Baseball card collecting is a dying hobby.  (NYTimes)

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