Both mean reversion and short term trend following find a home as the ending of Federal Reserve quantitative easing drives trend in volatility . . .
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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
Fox Business News has highlighted problems inside Goldman Sachs Group, Inc. (NYSE:GS) in a new article examining internal politics at the investment bank. The article speculates on what might... Read More
AeroCentury Corp. (NYSEMKT:ACY) is involved in the defensive and cash generative business of aircraft leasing. Unfortunately, the company only leases to regional carries and its fleet is relatively underdeveloped compared... Read More
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Barclays came out with a note this week entitled “Profiting from the Valuation Gap between Share Prices and the Oil Curve”. The bank notes that the shares of North... Read More
Constructing Superior Equity Portfolios by Cambridge Associates Executive Summary A common perception among investors that employ active equity management is that the “donut” structure—an all-active manager structure often composed of four... Read More
Last month, Judge Thomas Griesa admonished Argentina for its default and said the event did not extinguish or reduce its obligations to bondholders, and that the country should continue... Read More
Quality Investing: Owning the Best Companies for the Long Term is a new book authored by Lawrence Cunningham, Torkell T. Eide and Patrick Hargreaves, which outlines the investment philosophy... Read More
Non Farm Payroll reaction - a bit of a consuming but generally negative picture - The unemployment rate in the United States declined by 0.3 percent to 4.7 percent... Read More
A Utah elementary school teacher accidentally shot herself in a grade school with a concealed firearm early Thursday, and the incident did not apparently violate any laws. UTAH: Teacher in... Read More
