WorldBeta.com
WorldBeta.com is run by an experienced finance professional Mebane Faber. He does a lot of research for timing systems and endowment type portfolios. He wrote an excellent paper on a five asset class timing model called A Quantitative Approach to Tactical Asset Allocation It is essentially a long term trend following system that is able to match equity returns with less than 1/4 the risk. Good paper and smart guy.
He has also done a lot of research into Guru Portfolios. Basically this is where you look at extremely successful investors such as Seth Klarman, Warren B, Steve Cohen, and the other hedge fund greats and then look at their holdings. He follows several of these on StockPickr but has articles on his blog about them as well Guru Stocks
I have been following Mebane’s blog ever since he released his paper and can say without reservation that it is worth reading. He also does a good job selecting and mentioning books he is reading and you would be well advised to read them as well. World Beta is definitely a must read.
Happy Blogging,
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