Archive for November, 2009

• Monday links: depression mode
  abnormalreturns, November 30th, 2009 at 1:12 pm, Comments: 0

  Hedge fund manager Bridgewater Associates is under fire for having gone into “depression mode” in their All-Weather portfolio.  (Pensions & Investments) “(T)rying to calculate industry-wide [...]

• Sunday links: party poopers
  abnormalreturns, November 29th, 2009 at 11:59 am, Comments: 0

  The case for markets having overreacted to the Dubai World news.  (WSJ, James Altucher, FT Alphaville, VIX and More) On the role of Iran in [...]

• Friday links: bursting bubbles
  abnormalreturns, November 27th, 2009 at 10:37 am, Comments: 0

  Dubai World defaults.   Volatility returns.  (WSJ, Calculated Risk, Aleph Blog, Barron’s, The Reformed Broker, VIX and More, The Money Game, Felix Salmon, Curious Capitalist) [...]

• Wednesday links: Sharpe experience
  abnormalreturns, November 25th, 2009 at 9:49 am, Comments: 0

  Palash R. Ghosh, “The correlation between U.S. and foreign stock markets, even the emerging markets, has become so strong as to render almost meaningless the [...]

• Tuesday links: bear fund boom
  abnormalreturns, November 24th, 2009 at 12:13 pm, Comments: 0

  Individual investors are pouring money into long-short and bear market mutual funds.  (Bloomberg also Fund My Mutual Fund) Mark Hulbert, “I think it would be [...]

• Monday links: Treasury teaser rates
  abnormalreturns, November 23rd, 2009 at 12:17 pm, Comments: 0

  Are banks blind to the risks inherent in sovereign debt?  (FT also Capital Spectator) What exactly is a good Sharpe ratio for a commodity trading [...]

• Sunday links: waves of social mood
  abnormalreturns, November 22nd, 2009 at 9:53 am, Comments: 0

  The S&P 500 is flat for the past 11+ years.  Where would you have done better?  (Floyd Norris) Jason Zweig, “People who regard themselves as [...]

• Top clicks this week on Abnormal Returns
  abnormalreturns, November 20th, 2009 at 10:08 pm, Comments: 0

  Last week’s top clicks were a hit with our readers so, without any further ado here are the top ten posts Abnormal Returns readers clicked [...]

• Friday links: market mood swings
  abnormalreturns, November 20th, 2009 at 12:34 pm, Comments: 0

  “For better or worse, the more likely culprit for the uptick in market mood swings is the increased popularity of ETFs.  As more take bets [...]

• Thursday links: costless capital
  abnormalreturns, November 19th, 2009 at 12:50 pm, Comments: 0

  When your cost of capital is 0% everything looks attractive.  (Kid Dynamite also Big Picture) Be wary when a private equity firm looks to go [...]