This is a stock market blog about portfolio management,foreign stocks, exchange traded funds and the occasional musing about my wildland firefighting experiences. The point here is to share process.
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The Anti White Paper
Posted on June 26, 2009
The latest Journal of Indexes is up at IndexUniverse and as usual there is plenty of meat on the bone but I wonder if there might not be a little too much to chew on.I looked at two articles in particular, one called The Future of Portable Alpha and the second was How To Kill A Black Swan.Both articles are very long and very difficult to read as they read like text books. A short definition of portable alpha is best given as an example; deposit $100,000 into an account and instead of putting it all into the S&P 500 SPDR (SPY) spend just a little of the cash buying some sort of derivative that ...
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