I am in the process of finishing up my presentation of the IFTA conference in Kuala Lumpur in October. My topic is a bit of an exploration of volatility and how it is incredibly poorly understood by most. Whilst in the throws of banging together charts I generated the one below of the S&P/ASX 200…
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I have had a bit more fun playing with indices and the theoretical rate of returns they generate over the long term. This time I wanted to look at a different segmentation within the market – I split the All Ordinaries Total Return and the Small Ordinaries Total Return and looked at their relative return.…
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Following on from my last missive I have cobbled together a list of the additions and deletions since 2011. Additions Deletions Afterpay Touch Group (APT) Asaleo Care (AHY) Appen (APX) Iron Mountain Incorporated (INM) Inghams Group (ING) Retail Food Group (RFG) Unibail-Rodamco-Westfield CDIs (URW) Westfield Corporation (WFD) OneMarket Limited (OMN) Mantra Group (MTR) IDP Education…
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This is a question I have been pondering for the past few days and it has come about as a result of several conversations Scott L and I have had regrading some testing we are looking at. It seems that the extreme survivor bias of the index is causing all sorts of problems. When you…
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Its a shitty day in Melbourne, so with nothing better to do I decided to fire up excel, download a bit of data and see what I could learn. Anyone who has spent more than 10 minutes on this blog will realise that I am fascinated by mechanisms of generating excess return with minimal cost…
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Lately my junk mail inbox has been inundated with bits and pieces regarding ethical investment. Every now and again it seems if the investing community goes on a bit of a tear and everybody plays follow the leader. Much of what I have been receiving is based upon a paper from last year – Foundations…
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A Beginner’s Guide To Peter Gabriel: 27 Essential Tracks Intriguingly my favourite is missing, although Red Rain comes a close second. This gets the guernsey because of its role in the film Say Anything.
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I have been thinking about this piece I posted yesterday. The central tenet is that to admit a mistake is to undermine one’s sense of self. Thus doing so is extremely difficult for professional money managers. My thoughts have drifted to the current round of pending and proposed legal action by shareholders against various companies,…
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Whilst heading back from the gym this morning I heard on the radio that the local market was eyeing off a 10 year high ( a good thing) due to a surge in demand for local miners (perhaps). Naturally I decided to have a look at the comparative performance of the big five local miners…
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