Spring brings a new face to Portfolio Cafe…and a terrific new Small-Caps model

April 4, 2012

 March was a crazy month for me (where did it go???).  A new consulting project kept me from writing as much as I would have liked. (how about never)  Fortunately the models were in synch with the market so there were no worries there.

While the past month was unusually quiet from a blogging perspective, behind the scenes I  have been busy.

In February I had the true pleasure of interviewing James O’Shaughnessy.  Our conversation was a solid hour and packed full of great information.  Between all of my notes and the 4th Edition of “What Works on Wall Street” (thanks Jim for the autographed copy!) I have plenty of content to write about.

I have also been archiving a number or white-pages and articles that I have come across, many of which too are great subject matters for future posts.  One in particular is “Rethinking Portfolio Construction and Risk Management”, a paper by Deutsche Bank AG which examines risks associated with the highly popular 60/40 portfolio.  Regular readers already know that I contend that traditional portfolio management approaches fall short in risk management – its good to see a firm like DB challenging conventional thinking which is so often blindly followed.  In case you are wondering, one of the key takeaways of the paper is that the forward return projections for the 60/40 portfolio is around 1% per annum over the next decade.

I am extremely pleased to introduce Kurtis Hemmerling to the pages of Portfolio Cafe.  Kurtis is an investing enthusiast who also shares my passion and interest in using systematic investment models.  He has been a prolific writer, having contributed 200 articles on Seeking Alpha alone. Kurtis will assume the role as Associate Editor and will be introducing to our readers some to really great investment models that he has developed.

Starting this month, I am dividing our paid subscriptions into two separate publications.  Our Exchange Traded Fund Models  will be published separately from our Equity Strategies.  For the time being, new subscribers will be able to get both for the same low monthly cost.  Existing subscribers will also not be effected.  Once all of the new Equity Models are introduced, there will be a new pricing plan introduced.

Kurtis starts readers off this month by introducing a terrific Small-Caps screen that has been putting up some really large numbers.  Last year the model was up over 28% and this year its got a great start – up 17.60%.  Existing subscribers can expect the first edition of our Equity Strategies to be delivered within the next couple of days.

If you are not yet a subscriber, try us today, risk-free, and lock into our current low prices for both publications.




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