Loading
Find Us on Facebook Follow Us on Twitter Bookmark & Share Subscribe to Feed
Wanna join our 6011 other users? | Register
Menu 

AllAboutAlpha

  • newESG: Why the Ratings Diverge
    A recent MIT Sloan research paper looks at the degree to which various environmental, social, and governance (ESG) ratings diverge and why. The paper is the work of Florian Berg and Roberto Rigobon, both of MIT Sloan, and Julian F. Kolbel, who is aff…
    - 14 hours ago, 20 Jan 20, 7:00pm -
  • Fossil Fuel: Divestment By the Numbers
    Bill Gates, the founder of Microsoft and one of the world’s wealthiest humans, attracted a good deal of attention last fall by saying, “Divestment, to date, probably has reduced about zero tons of emissions.” He thereby put his finger on a key…
    - 5 days ago, 16 Jan 20, 7:00pm -
  • An Alternative View of Manager Selection Risk
    By Aaron Filbeck, CFA, CAIA, CIPM & Hossein Kazemi, PhD, CFA, CAIA Association & CISDM This is a summary of the editor’s letter originally published in the Volume 8, Issue 4 of the Alternative Investment Analyst Review, a journal published by CAIA…
    - 5 days ago, 16 Jan 20, 12:06pm -
  • Icahn, HP and Xerox: The Story Remains the Same
    A long-running drama continues over Xerox’ desire to buy HP. Xerox upped the ante early in the new year, announcing that it has secured binding financing commitments in the amount of $24 million. The dispute, with long-time shareholder activist Car…
    - 7 days ago, 14 Jan 20, 7:00pm -
  • Hedge Fund Investors Respond to the Turning of the Business Cycle
    It is reasonable to expect that a diversified hedge fund portfolio will make more modest returns in 2020 than it did in 2019, according to Agecroft Partners, which has done its usual January crystal-ball gazing on the new year, looking for the top in…
    - 8 days ago, 13 Jan 20, 7:00pm -
  • How Expensive Are ESG Stocks?
    By Nicolas Rabener, FactorResearch (@FactorResearch) INTRODUCTION Europeans seem far more focused on the environment than Americans, which might be considered unusual given that both share an interest in the outdoors and have great national parks. Pe…
    - 9 days ago, 12 Jan 20, 7:00pm -
  • Simpler Rules for Commodity Pools
    The Commodity Futures Trading Commission has changed the rules for the managers of commodity pools. The new regulations, approved in November and published in the Federal Register for Dec. 10, take effect on Thursday, January 9, 2020. Some key points…
    - 12 days ago, 9 Jan 20, 7:00pm -
  • Shorting NMC Health: The Waters are Muddy
    NMC Health, an Abu Dhabi-based firm listed on the London Stock Exchange, has suffered a sharp loss in value as a consequence of its dispute with a forensic short seller, Carson Block, the man behind Muddy Waters Research. Block has bet against the st…
    - 14 days ago, 7 Jan 20, 7:00pm -
  • The Dog Days of… print(“Season is”,season)
    By Bill Kelly, CEO, CAIA Association As a global organization, it is pleasing to know there is always a CAIA Association Member, somewhere in the world, enjoying the dog days of summer. Although we can’t get Portfolio Management Research to recogni…
    - 15 days ago, 6 Jan 20, 12:26pm -
  • Opportunities Emerge in Emerging Markets Debt
    A new year ushers in new opportunities and 2020 is no different in that respect. Emerging markets debt is one such opportunity, according to the global fixed-income team at Morgan Stanley Investment Management. In its new report, MSIM sees “attract…
    - 16 days ago, 5 Jan 20, 7:00pm -

Alpha Global Investors

    Calculated Risk

    • newRetired Workers and the Overall Labor Force Participation Rate

      Retired Workers and the Overall Labor Force Participation Rate

      In December I wrote Ten Economic Questions for 2020. I noted that I expect the overall participation rate to start declining again in 2020, pushing down the unemployment rate.Note: Every month, with the employment report, I focus on the prime partic…
      - 13 mins ago, 21 Jan 20, 9:08am -
    • newMonday Night Futures

      Monday Night Futures

      Weekend:• Schedule for Week of January 19, 2020Tuesday:• No major economic releases scheduled.From CNBC: Pre-Market Data and Bloomberg futures: S&P 500 and DOW futures are down slightly (fair value).Oil prices were up slightly over the last week…
      - 15 hours ago, 20 Jan 20, 6:28pm -
    • newExisting Home Sales: Lawler vs. the Consensus

      Existing Home Sales: Lawler vs. the Consensus

      The NAR is scheduled to release Existing Home Sales for December at 10:00 AM, Wednesday, Jan 22nd.The consensus is for 5.43 million SAAR, up from 5.35 million in November. Housing economist Tom Lawler estimates the NAR will report sales of 5.40 mill…
      - 24 hours ago, 20 Jan 20, 9:46am -
    • Phoenix Real Estate in December: Sales up 18.5% YoY, Active Inventory Down 31.2% YoY

      Phoenix Real Estate in December: Sales up 18.5% YoY, Active Inventory Down 31.2% YoY

      This is a key housing market to follow since Phoenix saw a large bubble / bust followed by strong investor buying.The Arizona Regional Multiple Listing Service (ARMLS) reports ("Stats Report"):1) Overall sales were at 7,585 in December, up from 6,974…
      - 2 days ago, 19 Jan 20, 9:51am -
    • Schedule for Week of January 19, 2020

      Schedule for Week of January 19, 2020

      The key report scheduled for this week is December Existing Home sales.For manufacturing, the January Kansas City Fed manufacturing survey will be released.----- Monday, Jan 20th -----All US markets will be closed in observance of Martin Luther King…
      - 3 days ago, 18 Jan 20, 8:11am -
    • Lawler: Early Read on Existing Home Sales in December

      Lawler: Early Read on Existing Home Sales in December

      From housing economist Tom Lawler:Based on publicly-available local realtor/MLS reports released across the country through today, I project that existing home sales as estimated by the National Association of Realtors ran at a seasonally adjusted an…
      - 4 days ago, 17 Jan 20, 2:44pm -
    • CAR on California December Housing: Sales up 7.4% YoY, Inventory down 26.5%, Lowest Inventory in "nearly seven years"

      CAR on California December Housing: Sales up 7.4% YoY, Inventory down 26.5%, Lowest Inventory in "nearly seven years"

      The CAR reported: Low interest rates boost housing market in second half of year as home prices post strong gains in December, C.A.R. reportsClosed escrow sales of existing, single-family detached homes in California totaled a seasonally adjusted an…
      - 4 days ago, 17 Jan 20, 2:26pm -
    • Q4 GDP Forecasts: 1.2% to 2.0%

      Q4 GDP Forecasts: 1.2% to 2.0%

      From Merrill Lynch On balance retail sales cut our 4Q GDP tracking by 0.2pp to 2.0% qoq saar. [Jan 17 estimate]emphasis addedFrom the NY Fed Nowcasting ReportThe New York Fed Staff Nowcast stands at 1.2% for 2019:Q4 and 1.7% for 2020:Q1. [Jan 17 est…
      - 4 days ago, 17 Jan 20, 2:18pm -
    • Comments on December Housing Starts

      Comments on December Housing Starts

      Earlier: Housing Starts increased to 1.608 Million Annual Rate in DecemberTotal housing starts in December were well above expectations and revisions to prior months were positive. The housing starts report showed starts were up 16.9% in December com…
      - 4 days ago, 17 Jan 20, 12:22pm -
    • BLS: Job Openings "Fell" to 6.8 Million in November

      BLS: Job Openings "Fell" to 6.8 Million in November

      Notes: In November there were 6.800 million job openings, and, according to the November Employment report, there were 5.811 million unemployed. So, for the twenty-first consecutive month, there were more job openings than people unemployed. Also…
      - 4 days ago, 17 Jan 20, 10:06am -

    Finanical Times Alphaville

    Institutional Investor's alpha

    Risk.net

    Emergency Comeback
    Shorts Fix
    Dosha Pops
    In The Lights PR

    Intrinsic Alpha

    Stormseed

    About PopMuse

    A curated aggregation of musings from across the land and of different subject matters for the scanoholics.