Systematically Executing a Value Investment Philosophy
https://www.nantucketproject.com/wes-gray-from-concept-to-reality The story of our quantitative value algorithm as told at the Nantucket Project: [youtube url="http://youtu.be/3I9y2D5-Ol4"]
Formula Investing SMA Transition
Dear Readers: Joel Greenblatt has attracted a lot of followers based on the success of his book, “The Little Book that Beats the Market,” and [...]
Investment Cruise with CFA and Wiley Authors
Beautiful weather, sun, ocean, and...my ugly mug chatting about finance with some fellow authors--including my fellow blogger, Meb! A fun event in the making... Details below. [...]
Black Friday, Retailers and the Availability Heuristic
The term “Black Friday” has been used for many years to describe the day after Thanksgiving, which for retailers marks the beginning of the holiday [...]
QE Forever: Short Treasuries? But what about Japan?
QE forever certainly makes me think that I should put my entire net worth (all $5 dollars in my piggy bank) into gold bars. Q: [...]
3rd Edition of Quantitative Value for $29.99–100 copies only
I've never really seen "eye to eye" with our publisher on the cost of our Quantitative Value book. I want to get the work out [...]
Quantitative Value Cracks the Amazon Top 10 Investing Books.
Looking good. Thanks for all the support from all our readers out there. We get comments and questions everyday--keep them coming. Purchase here Thanks to http://www.stansberryresearch.com/dailywealth/2467/guide-for-selling-stocks-from-the-father-of-value-investing for [...]
Value Versus Growth Flashback: Microsoft and Wal-Mart were High-Flying Growth Stocks?
Jack and I were reading a classic academic paper on value investing the other day: Contrarian Investment Extrapolation and Risk. In this paper Lakonishok, Schleifer [...]
Apple moves Higher–Quant Value Pleasure!
On July 19th we highlighted the quant value pain associated with Microsoft. Today we have some good news from a quantitative value type stock--Apple! A low [...]
Aleph Blog Book Review
We post all reviews we come across on the web (let us know if we are missing any): http://hlb.wax.mybluehost.me/reviews/ A recent review caught my attention: [...]
Quantitative Value Video Snippet
[youtube url="http://youtu.be/lG_064_XvfY"]
Cheap Stocks Win…EVERYWHERE
Value Around the World Nilufer Caliskan and Thorsten Hens A version of the paper can be found here. Want a summary of academic papers with alpha? [...]
Shareholder Yield is here!
Cambria Funds is out with an interesting ETF. http://www.cambriafunds.com/syld/ Here is the fact sheet: At 59bps, this fund is low-cost, tax-efficient, and likely to produce [...]
Which Risk-Parity-Based Pension will Blow up First?
A real basic question: Is risk parity driven by the long-bond? Yes. Another real basic question: Which pension following risk parity will blow up first? [...]
Dean Williams: Maybe you’re “Trying Too Hard”
Matt Zuck, a Turnkey Analyst reader and long-time investment professional, sent a wonderful speech by Dean Williams (with notes and all!). The speech is 30+ [...]
Graham Quantitative Value Tool–New FREE Feature
Our goal is to democratize quant and help retail investors utilize quantitative tools to make better investment decisions. To this end, we have added our [...]
Why Limit the Screener to 15 names above $10B?
Many Turnkeyanalyst.com users and book readers have pointed out that the screening tool is limited to 15 names above $10B, but the book outlines a system [...]
Fool.com Interviews
Mumbling, bumbling, and stumbling on a last minute interview with The Motley Fool, but there are few coherent bits in this interview. I've also got [...]
Quant Value Book Excerpt
Tadas Viskanta was kind enough to share an excerpt from out book with his blog audience. If you want to check it out, click the [...]
Correlation-Based Allocation Review
Sanz Prophet has a very detailed and interesting review of an idea we proposed recently: Correlation-Based Allocation. We propose a model that is designed to [...]