Neo’s Nest Egg has this week’s edition of the Carnival of Investing.

Greg Ip in the Wall Street Journal reports on one of the first major speeches by Fed chairman Bernanke. Despite backing his earlier theory of a “global savings glut” the implications for Fed policy are (not surprisingly) ambiguous.

macroblog shows some movement in expectations for the Fed funds rate at the May meeting. After the (almost) certain increase to 4.75% in March the market is backing off a near certain rise to 5.00% in May.

Gareth Lyons at reviews for common international investing pitfalls, including the tendency for investors to overpay for international exposure.

Eleanor Laise in the Wall Street Journal reports that many so-called ‘life cycle funds’ are adopting more aggressive investment strategies in light of greater longevity.

Chet Currier at notes how one manager is playing the extraordinary outperformance of low quality stocks versus their higher quality cousins.

Andrew Schmitt in the US Market Blog has another take on the topic of executive option backdating.

Ann Davis in the Wall Street Journal notes how the high volatility in the energy markets has translated into profits for hedge funds and investment banks.

Speaking of hedge funds and the investment banks, Patrick Watson at wonders why investors feel the need to invest in hedge funds, when the investment banks that service them are a simple, low-cost proxy for them.

Howard Simons at tells investors in commodities should pretty much ignore the interest rate markets because there seems to be little correlation between the two sectors.

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