Learning From SSGA's "Trends and Benefits"
Managed Futures and Global Macro strategies provide effective hedges against Equity declines.
15 August, 2015
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Learning From "The Trend is Your Friend"
Time-series momentum effect is significant across international equity and commodity markets but central bank actions in recent years have made the environment tougher.
01 August, 2015
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Ten Guiding Principles of Parenting For Myself
A work-in-progress post. 1) Lead by example. We influence our children in many ways. We need to set a good example for children to observe and learn from. Action speaks louder than words. We can better convince our children when we lead by example and practice what...
12 July, 2015
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Takeaways From Gestaltu’s “All Strategies Blow Up”
12 July, 2015
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James Simons Interview By Numberphile
05 July, 2015
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Learning From AQR's "Which Trend is Your Friend?"
Most trend measurement methods are similar at a higher level and would produce similar results.
01 July, 2015
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Learning From "215 Years of Global Multi-Asset Momentum: 1800-2014"
Significance of Relative Momentum premium is confirmed inside and across asset classes for the last two centuries.
01 July, 2015
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Learning From Natixis' "Crisis Alpha"
Managed Futures funds are cost effective diversifiers in a portfolio, providing "crisis alpha".
01 July, 2015
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Wisdom From Jason Zweig – Fat Tails, Thin Ice
22 June, 2015
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