The long wait is over. Our newest book--Quantitative Momentum--is finally here. After 2 years of research review, results replication, reverse engineering, internal idea generation, writing, editing, [...]
Most people look back at the dot-com bubble and acknowledge valuations were elevated far above historical norms. Investors ignored historically useful fundamentals, such as earnings [...]
Readers: We know a lot of you are out on vacation in August and probably having the time of your life (eg., see below). But [...]
My Introduction to Decision-Making...40 years ago When I attended the Harvard Business School my favorite class was Managerial Economics. It focused on decision making under [...]
The idea that one can predict stock market movements is somewhat insane. The major problem with stock market forecasting is the lack of evidence that it [...]
At first glance, it's not obvious why business principles would be helpful in informing a long-term wealth management strategy. Yet, the world of business provides useful [...]
Is a 100% stock allocation crazy? As long as one addresses their needs for liquidity (as to avoid extracting capital from the markets at bad times) [...]
Last week I had the opportunity to sit down with Barry Ritholtz @ http://www.ritholtzwealth.com/. Barry hosts my favorite business/investing related podcast, Masters in Business @ [...]
In some ways, investing is simple. After all, we all want the same things. High returns. Low volatility. Small max drawdowns. Unfortunately, it's very difficult--if [...]
My last post, "Will bonds deliver crisis alpha in the next crisis?," created quite a stir on the blogosphere. The underlying assumption of the analysis is [...]
In the world of ETFs, while there are many people who claim a deep understanding of ETFs, there are few who actually possess it. Eric [...]
Bonds are often viewed as being great diversifiers due to the perception that they perform well during tough times for stocks. Historically this has been a [...]
For many people, navigating the road to long-term family wealth creation can be a challenging process. This is because families, especially young ones, may be [...]
When considering the prospects for an early-stage business, it’s hard to know the right ingredients for success. You might assess the firm's business model, and [...]
Although randomness is all around us, we often fail to recognize the profound role it plays in our lives. Evolutionary biology and faulty intuition lead [...]
ETFs are taking over the world. Last year, according to ETFGI, a research firm, ETF net inflows were $372 billion, representing 10% growth versus 2014. [...]
The Federal Reserve is in the news a lot these days, but despite its prominence and importance to the world economy, not many people know [...]
A critical element of being a good investor is understanding human behavior. In this piece we take our focus away from quantitative finance and focus on understanding the [...]
If you want a signed copy of our books for Christmas/Hannukah presents, the time is NOW. Below is the link to Quantitative Value. Make sure [...]
We like to use rules of thumb, or heuristics, when facing choices. We often default to rules of thumb because when finding the optimal choice [...]
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