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Does Long Term Mean Reversion Still Work?

August 3, 2016
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I  just read an article in Institutional Investor about the problems that Grantham, Mayo, Van Otterloo & Co (GMO) are having with their long-term mean reversion strategy:GMOs Mean Reversion Strategy Is Testing In Today’s Markets Mean reversion works by trying to find times when […]

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Global Markets Going Nowhere

June 29, 2016
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Thanks to Sarhan Capital for pointing this out, off the lows of the other day here is how far some markets are off their highs and the levels they are trading at: The S&P was down 6.7% from highs and was trading where it […]

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Changing the Structure of Tactical Return Generation

May 11, 2016
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Tactical equity strategies that seek to outperform the market will typically try to accomplish this goal by limiting downside capture during bear markets.   By their nature, tactical strategies don’t expect to get 100% upside capture during a bull market (unless they are using a decent […]

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What World War Z Can Teach Us About Investing

May 9, 2016
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In the movie World War Z a virus starts turning people into Zombies and they threaten to take over the world.  The main character, played by Brad Pitt, is tasked with finding out what happened and how to cure it.  On this mission he hears that […]

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