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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Location: boston, ma

Re: Collective thoughts [investing mini-reference]

Post by honduranhurricane » Sat Dec 17, 2016 9:23 pm

Thank you LadyGeek. That was a fast response!

Theoretical
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Re: Collective thoughts [investing mini-reference]

Post by Theoretical » Thu Mar 02, 2017 1:29 am

This continues to be an amazing resource! Thank you, Robert T!

sean.mcgrath
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Location: US in NL

Re: Collective thoughts [investing mini-reference]

Post by sean.mcgrath » Sun Apr 02, 2017 3:13 am

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% » Mon Jul 24, 2017 12:08 pm

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 » Mon Jul 24, 2017 3:48 pm

^^^ I agree. The Callan table is in the wiki: Callan periodic table of investment returns
To some, the glass is half full. To others, the glass is half empty. To an engineer, it's twice the size it needs to be.

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