Date: May 2015

3 posts in May 2015


Facts and factors

I am a fan in principle of the idea of smart beta funds. These funds eke out a bit of extra return by moving beyond capitalization weighted indexes. Many of these funds use some sort of alternate factor to weigh their exposures such as dividends, growth or value. I have discussed some pluses and minuses…

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The myth of the dollar safe haven

I went to an interesting conference put on by the Society of Quantitative Analysts last week. The first speaker was Alessio de Longis of OppenheimerFunds, slides here. He made several interesting points, two of which I want to highlight. First, he dug into what happens in a global flight to quality episode where an increase…

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Employment day economic read

Employment day is a good day to check in with the economy.  Overall, we remain cautiously optimistic and hopeful for stronger growth in the second half. This month’s payroll number came in at 233,000 net new jobs, only slightly below its one year average of 250,000 jobs and at a pace to move the economy…

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