EICKnotes for Nov 12, 2013

Interesting stuff from this mornings financial news.

1. China

  • China's Third Plenum has concluded, Document 9 was a key communique that circulated within the party conference and lays out the way forward. (China File)
  • Iron Ore Rallying as Cargoes to China Reach Record: Commodities (Bloomberg)
  • China's Third Plenum Concludes Big On Promises, Hollow On Actions (ZeroHedge)

2. All about Vol

  • Indexology: How Much Popularity Can Low Volatility Stand? (ETF Trends)
  • The VIX, the Variance Premium and Stock Market Volatility (SSRN)
  • Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios (SSRN)
  • Volatility vs. Tail Risk: Which One is Compensated in Equity Funds? (SSRN)

3. Bottom of the News

  • Information Ratio and its Relative Strength for Portfolio Managers (Quant At Risk)
  • Bond/Stock Correlation: A Quantitative Headwind for Asset Allocation Strategies (The Augmented Trader)
  • Interview with George Clooney (Esquire). Great line that describes Clooney as:

A guy gracious enough to ascribe all that came to him as a matter of luck - while holding an ingrained conviction that nothing is ever really accidental


By Jon Eickmeier | November 12, 2013 | links curated markets economics EICKnotes

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