Collective thoughts [investing mini-reference]

Discuss all general (i.e. non-personal) investing questions and issues, investing news, and theory.
honduranhurricane
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Re: Collective thoughts [investing mini-reference]

Post by honduranhurricane »

Thank you LadyGeek. That was a fast response!
Theoretical
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Re: Collective thoughts [investing mini-reference]

Post by Theoretical »

This continues to be an amazing resource! Thank you, Robert T!
sean.mcgrath
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Re: Collective thoughts [investing mini-reference]

Post by sean.mcgrath »

Robert T wrote: For Non-US Developed Market - SmB factor

We're on our own
Hi Robert,

The quote is from a mere ten years ago, and I'm wondering whether you have found better sources for SmB and international in general. Fwiw, I found a nice spreadsheet on the AQR site under data. It has HmL calculated both their way as well as the FF approach, and SmB. Would appreciate your thoughts on it.

cheers,
Sean

Edit: I hadn't seen it exists on the FF website. I guess my problem is solved :-)
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Top99%
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Re: Collective thoughts [investing mini-reference]

Post by Top99% »

This is an excellent collection of articles, threads and pointers. The only thing you might consider adding in my opinion is a link to the Callan Periodic Table https://www.callan.com/formats/callan-periodic-table/ To me this is one of the most powerful pieces of visual evidence for the value of diversification and the futility of trying to time markets.
Last edited by Top99% on Tue Jul 25, 2017 6:30 am, edited 1 time in total.
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LadyGeek
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Re: Collective thoughts [investing mini-reference]

Post by LadyGeek »

^^^ I agree. The Callan table is in the wiki: Callan periodic table of investment returns
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taguscove
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Re: Collective thoughts [investing mini-reference]

Post by taguscove »

[edited to remove content]
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Vegomatic
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Re: Collective thoughts [investing mini-reference]

Post by Vegomatic »

Credit Suisse Global Investment Returns Yearbook 2018
https://www.credit-suisse.com/media/ass ... y-2018.pdf

(Update for OP's reference list.)
garlandwhizzer
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Re: Collective thoughts [investing mini-reference]

Post by garlandwhizzer »

Credit Suisse Global Investment Returns Yearbook 2018
https://www.credit-suisse.com/media/ass ... y-2018.pdf

Interesting reading. Their summary comments on factor investing:
We report on the profitability of following strategies based on market capitalization, value versus growth, dividend yield, stock-return momentum and low volatility investing. We conclude by arguing that, while factors will always be important in investment in terms of helping explain differential performance, there is no guarantee that factor premiums will persist. Smart-beta investors should focus on factors supported by robust evidence and should diversify across multiple factor risk premiums.
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Day9
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Re: Collective thoughts [investing mini-reference]

Post by Day9 »

garlandwhizzer wrote: Fri Aug 23, 2019 12:15 pm Credit Suisse Global Investment Returns Yearbook 2018
https://www.credit-suisse.com/media/ass ... y-2018.pdf

Interesting reading. Their summary comments on factor investing:
We report on the profitability of following strategies based on market capitalization, value versus growth, dividend yield, stock-return momentum and low volatility investing. We conclude by arguing that, while factors will always be important in investment in terms of helping explain differential performance, there is no guarantee that factor premiums will persist. Smart-beta investors should focus on factors supported by robust evidence and should diversify across multiple factor risk premiums.
Garland Whizzer
I could not follow your link. Here is the whole URL. Note it will download a .pdf

https://www.credit-suisse.com/media/ass ... y-2018.pdf
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ceedub
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Re: Collective thoughts [investing mini-reference]

Post by ceedub »

All the images in the original post are gonzo. Wayback machine is not help - they aren't there either. Any chance this can be remedied? I referenced this post a lot and the missing images sure make me sad.
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oldcomputerguy
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Re: Collective thoughts [investing mini-reference]

Post by oldcomputerguy »

The images in that post were being hosted by Tinypic, which shut down last month. I'm afraid it's up to the OP to upload his images elsewhere and edit his post to reflect the new image locations.
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Robert T
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Re: Collective thoughts [investing mini-reference]

Post by Robert T »

.
Thanks. I will upload the images to another site and relink. Any preferred alternatives to Tinypic?
.
ceedub
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Re: Collective thoughts [investing mini-reference]

Post by ceedub »

I don't think anyone has a preference, but here is a list of some Reddit user prefers. https://www.reddit.com/r/imguralternati ... s_view_all
. Give these a try:

https://postimage.io/ (Unlimited Bandwidth, Free to use but compresses image)

https://lensdump.com (Unlimited Bandwidth, Raw Uncompressed Image, Keeps Exif Data, More features for registered users and Free to use, 100MB max image file size)

http://cubeupload.com/ (Amazing and simple interface, Unlimited Bandwidth, Raw Uncompressed images, Free to use, 5MB max image file size)

https://flickr.com (This one is not for everyone, it is basically a service to showcase your artistic work but works as image host as well, owned by Yahoo!)

Don't use the these image hosts; Get miles away from them. :

https://tinypic.com (Old Outdated interface, No multi image upload support, Compresses image, No hotlinking)

https://imgur.com (Compresses images, biased and deletes images based on their own opinion)

https://photobucket.com (Old, Can't upload images as guest, Parent company of Tinypic, so even worse than tinypic)

https://imageshack.us (Only paid accounts have unlimited bandwidth)

Edit: Adding some cons as requested by OP. Don't have much time as I am at the office, but I think it should give an overall idea.
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Robert T
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Re: Collective thoughts [investing mini-reference]

Post by Robert T »

ceedub wrote: Wed Oct 16, 2019 8:19 am I don't think anyone has a preference, but here is a list of some Reddit user prefers. https://www.reddit.com/r/imguralternati ... s_view_all
Thanks. Images are back. Used postimage.org
.
Paisley
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Re: Collective thoughts [investing mini-reference]

Post by Paisley »

Hello,
I am not sure if this has been posted as a source, but I thought I would share a link to the 2019 Matrix Book. If it has already been posted, my apologies.
Here is the link:
https://www.google.com/url?sa=t&source= ... 3135004476
csm14
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Re: Collective thoughts [investing mini-reference]

Post by csm14 »

Can you update for 2020? That would be amazing.
StoneFeeler
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Re: Collective thoughts [investing mini-reference]

Post by StoneFeeler »

I seem to have trouble in accessing the Morningstar links given in the original post, such as the following:
http://socialize.morningstar.com/NewSoc ... 60038.aspx

I have a Morningstar account and am able to login, but I don't seem to be able to access this link. Can someone please tell me if I am doing something wrong?

Thanks
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black_bear
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Re: Collective thoughts [investing mini-reference]

Post by black_bear »

StoneFeeler wrote: Wed May 12, 2021 1:39 am I seem to have trouble in accessing the Morningstar links given in the original post, such as the following:
http://socialize.morningstar.com/NewSoc ... 60038.aspx

I have a Morningstar account and am able to login, but I don't seem to be able to access this link. Can someone please tell me if I am doing something wrong?

Thanks
I have the same problem, @StoneFeeler! Would love to know what's under those dead links
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firebirdparts
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Re: Collective thoughts [investing mini-reference]

Post by firebirdparts »

I looked in the wayback machine. That was a link to a thread called "the Loser's Game", and I can see the old Bogleheads(Tm) Unite forum headings but I can't read the thread. That's just one example of course.

Whatever is lost as old forums get purged is sad, I know. Collectively you can type an enclyclopedia in a forum and sometimes it all gets deleted. They just can't be depended on. I guess nothing on the internet is entirely dependable over decades.
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aj76er
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Re: Collective thoughts [investing mini-reference]

Post by aj76er »

csm14 wrote: Sun Jul 19, 2020 3:55 pm Can you update for 2020? That would be amazing.
Fyi, the OP has been updating the original post (last edit was in 2021).
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jg23
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Re: Collective thoughts [investing mini-reference]

Post by jg23 »

I'm new here and this is an incredibly helpful post. Thanks for writing it up!
drk
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Re: Collective thoughts [investing mini-reference]

Post by drk »

jg23 wrote: Fri Jun 10, 2022 11:03 am I'm new here and this is an incredibly helpful post. Thanks for writing it up!
Welcome to the forum! I agree, so I've bookmarked the page, which provides a notification whenever someone comments in this thread.

Thank you for cueing me to check back in on the OP. :beer
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Paisley
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Re: Collective thoughts [investing mini-reference]

Post by Paisley »

Thanks!
Hikermedick
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Re: Collective thoughts [investing mini-reference]

Post by Hikermedick »

Thank you.
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