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here are just a few quant related: nuclear phynance wilmott futures: trading blox personal investing: bogleheads blogs: world beta seekingalpha big picture kirk report abnormal returns message board: motleyfool

Renaissance Technologies, one of the world's biggest and best performing hedge fund groups, plans to launch a managed futures fund with a capacity of $25bn, an unusual foray into an investment strategy that has been underperforming. . . http://worldbeta.blogspot.com/

This seems to fly in the face of most academic evidence for momentum. 52 Week Highs http://www.cxoadvisory.com/blog/external/blog5-23-07/ Does Trendfollowing Work on Stocks? http://www.trendfollowing.com/whitepaper/Does_trendfollowing_work_on_stocks.pdf

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Recent academic TA paper in the Journal of Wealth Management: "A Quantitative Approach to Tactical Asset Allocation" http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461

Here is a systematic method for asset allocation. Obviously you could add other bells and whistles such as risk parity and additional asset classes, etc. . . http://ssrn.com/abstract=962461

Some may find this of interest: http://ssrn.com/abstract=962461 Abstract: The purpose of this paper is to present a simple quantitative method that improves the risk-adjusted returns across various asset classes. A moving-average timing model is tested in-sample on the United...

http://hedgefundclone.blogspot.com/ 30% p.a. just by tracking the 13Fs. . . "Last summer David Einhorn won $659,730 for placing 18th in the World Series of Poker. Thats a pretty nice take for most people, but Einhorn isn't most people. The 37-year old fund manager donated all of the...

does anyone have any hedge funds they suggest I take a look at that would be a good fit for this approach? Currently on my to do list is: Baupost Eminence Greenlight Maverick Tiger Global Private Okumus Blue Ridge

Some may find this of interest - I only post on ET about once a year, but the full post can be found at this site: http://hedgefundclone.blogspot.com/ I backtested the equity holdings of Buffett since 2000 from the 13F filings. I also included all stocks no longer in the database. I first...

I would expect the IRS to rule that if they are based on the same index, they are substantially identical. Otherwise I bet you're good.

Anyone take this exam (Level II) thoughts?

just took the Level II. willing to part with the whole set for $200. retails for $500. great review of alternatives even if you are not interested in the test.

I have the UpperMark Study Guides + Formula Sheets for the Level I (Feb 06 Edition) and the Level II (Sep 06 Edition) Also have CFA Standards of Practice Handbook. The Study Guides + Formula Sheet retail for over $220 per set. Looking to sell, PM if you're interested.

short the housing futures then. . .

simple supply and demand. check out 'margin of safety' regularly goes for $1200

does anyone here invest in listed alternative funds? i am speaking of the trend of KKR, Goldman, etc to list funds on foreign exchanges (mostly London, Amsterdam, Australia, Canada, etc). Lots of Fund of Funds that list too. Anyone have any favorites? It seems like a very simple way for...

thanks riskarb - have any names of funds for me? the only time (according to the study recently out - "The recent behavior of financial market volatility") that all markets have declined in vol simultaneously has been recently. . . http://www.bis.org/publ/bppdf/bispap29.htm have a link...

Or if there is, please let me know. The only one I found close is CKP out of Germany. If you're going to have a short vol fund, why not position it to use a larger number of smaller positions in uncorrelated markets? Instead of selling options, or straddles/strangles on just the US equity...

no one have any?