Nardin Baker on the low volatility anomaly: part one
For some time now I have been intrigued by the research on the so-called low volatility anomaly. So much so that I devoted a section [...]
Tuesday links: the high cost of complexity
Quote of the day David Merkel, “Complexity has a price; avoid it unless well compensated for it.” (Aleph Blog) Chart of the day The return [...]
Tuesday 7atSeven: esoteric risks
Here are seven (or so) links at 7AM Eastern. We will see you later with the daily linkfest. Good luck out there. Markets A look [...]
Monday links: slave to SPY
Quote of the day Joe Fahmy, “Life’s too short and I want to have a smile on my face as much as possible. If you [...]
Book excerpt: “Abnormal Returns”, by Tadas Viskanta
FT Alphaville doesn’t know if Tadas Viskanta, proprietor of Abnormal Returns, was the first curator in finance blogland — but we do know that he is still very much the best....
Monday 7atSeven: taking a shine to gold miners
Here are seven (or so) links at 7AM Eastern. We will see you later with the daily linkfest. Good luck out there. Markets Two bright [...]
Sunday links: unwanted allocations
Quote of the day Invictus, “Retail investors should be circumspect (to put it politely) of any offering they’re able to get their hands on. If [...]
Top clicks this week on Abnormal Returns
Thanks for checking in with us this weekend. Here are the items our readers clicked most frequently on Abnormal Returns for the week ended Saturday, [...]
Saturday links: marshmallow thinking
The weekend is a great time to catch up on some long-form links you missed during the week. We think this should also include our [...]
Friday links: unhelpful at best
Quote of the day Nicholas Carlson, “The Facebook IPO is Kate & William’s wedding for business nerds.” (SAI) Chart of the day How did private investor do [...]
Friday 7atSeven: Facebook frenzy
Here are seven (or so) links at 7AM Eastern. We will see you later with the daily linkfest. Good luck out there. Facebook prices at [...]
Thursday links: algorithmic opposition
Chart of the day How does policy uncertainty affect the stock market? (Capital Spectator) Markets It’s been a while since S&P 500 stocks have been [...]
