Archive for May, 2009

• Sunday links: model testing
  abnormalreturns, May 31st, 2009 at 9:22 pm, Comments: 0

  “Your fund should lend out your securities, but the proceeds should go to you…The current system, where they keep half the gains and stick you [...]

• Friday links: the price of risk
  abnormalreturns, May 29th, 2009 at 1:20 pm, Comments: 0

  “Now that we are in a confirmed rally, things could get silly to the upside so if you are pigheaded about the world ending, best [...]

• Thursday links: duration disaster
  abnormalreturns, May 28th, 2009 at 1:10 pm, Comments: 0

  Why does the yield curve continue to steepen?  (Aleph Blog , Mish, Atlantic Business) Mortgage rates are moving higher.  (Accrued Interest, Calculated Risk, FT Alphaville, [...]

• May you live in interesting times
  abnormalreturns, May 28th, 2009 at 9:52 am, Comments: 0

  While the source of the above phrase is in some dispute, it is generally assumed to be a curse, rather than a blessing.  It is [...]

• May you live in interesting times
  abnormalreturns, May 28th, 2009 at 9:52 am, Comments: 0

  While the source of the above phrase is in some dispute, it is generally assumed to be a curse, rather than a blessing.  It is [...]

• Wednesday links: the last tick
  abnormalreturns, May 27th, 2009 at 12:44 pm, Comments: 0

  “Investing is an act of faith.”  (behavior gap) Members of the perma-bear cult, “..never ever or rarely make money.”  (TheStreet) “..everyone is a product of [...]

• Tuesday links: hedge fund masters
  abnormalreturns, May 26th, 2009 at 2:08 pm, Comments: 0

  10 ETFs trading above their 200 day moving averages.  (Kirk Report) How to get to “600 – 840 as a sensible S&P500 target.”  (Zero Hedge) [...]

• Sunday links: warrant pricing
  abnormalreturns, May 24th, 2009 at 3:14 pm, Comments: 0

  Due to the Memorial Day holiday there will be no linkfest tomorrow.  We hope all of our readers enjoy the holiday! What Ben Graham would [...]

• Friday links: the reflation trade
  abnormalreturns, May 22nd, 2009 at 12:55 pm, Comments: 0

  A reflation trade portfolio.  (IndexUniverse also Pragmatic Capitalist, Reformed Broker) A quick look at some world stock markets.  (Trader’s Narrative) The first day of the [...]

• Thursday links: diversification definition
  abnormalreturns, May 21st, 2009 at 12:43 pm, Comments: 0

  For many investors their definition of diversification is changing.  (NYTimes, Bull Bear Trader) Do you believe the US Dollar is going to tank?  Think international [...]