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AllAboutAlpha.com is an online strategic information service for the asset management and hedge fund industries. Like a research firm, we immerse ourselves in the latest academic research, scan the headlines and provide subscribers with what we think they need to know as the asset management ... more

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The Illiquidity Premium And The Market For Private Assets
The illiquidity premium is one of the most frequently discussed and hotly disputed subjects in financial economics.
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Striking The Right Balance: Investing In Real Assets
In creating the real assets portion of a portfolio, investors should consider several risk factors, such as the sensitivity of certain assets to inflation, interest rate changes (duration risk), or the continued availability of finance.
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Ramsay On The Stay Of The TFP: Reform Will Proceed
The Securities and Exchange Commission recently imposed a stay on part of its transaction fee pilot (TFP). There is understandably a good deal of debate about the significance of this stay.
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Commodities Are Beginning To Resemble Equities
Observers have long noticed that the relationship between return shocks and equity price volatility is asymmetric. Positive shocks do not have a marked effect on volatility; negative shocks do.
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Algorithms Moving Into The Bond Markets
Algorithmic trading may fairly be said to have conquered the public equities world, although there are still pockets of resistance and related controversies. The robots have now turned their attention to the bond markets.
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A Proposed Model For VIX Derivatives Pricing
The VIX ​may be about to get some competition. VIX is the “fear gauge,” the very visible measure of expected price fluctuations in the S&P 500 index options.
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STOCKS I FOLLOW

AAPL Apple Inc.
AOL AOL Inc. (now part of VZ)
BAC Bank of America Corporation
CSMA Credit Suisse Exchange Traded Notes
CZR Caesars Entertainment
DB Deutsche Bank AG
DBJP DBX ETF Trust
DXJ WisdomTree Japan Total Dividend Fund
EDC Emerging Markets Bull 3x Shares
EEM iShares MSCI Emerging Markets Index
EIS iShares MSCI Israel Capped Investable Market Index Fund
EWJ iShares MSCI Japan Index Fund
FOX Twenty-First Century Fox, Inc. Class B
FOXA Twenty-First Century Fox, Inc. Class A
KKR KKR & Co. L.P.
MNA IQ ARB MERGER ARBITRAGE ETF
REM iShares FTSE NAREIT Mortgage REITs Index Fund
REZ iShares FTSE NAREIT Residential Index Fund
VWO Vanguard FTSE Emerging Markets ETF
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