Here's a Link to my Newly Published Paper in All About Alpha

Many thanks to Christopher Holt and Staff at All About Alpha

NEW PAPER

Orion's New CTA Product to Offset CAT Risk in the Gulf

2010 Orion GOM CAT Program

Japan Revisited

Japan has painted itself into the mother of all corners. Well not exactly. More accurately, the market has painted Japan into the mother of all corners, and Japanese policy makers let them.

At this juncture, Japan needs to address the stranglehold that the yens relative value has on the Japanese economy. Japan needs to turn on the printing press and start using its fiat currency to buy real assets.Using debt to spur domestic growth is already a proven failure. At this juncture, any government debt for asset swap would be accretive.

While Japanese debt is largely held in domestic hands, Japan needs to shore up its balance sheet now. Waiting until they need to tap global lenders will prove their undoing. Printing and buying assets now, will give them something to sell when they really need to defend their currency.

New Revised Bencharking Paper

Measuring Performance in Active Allocation Amongst Multiple Benchmarks

Orion Investment Managment Interview in Bottom Line

Roger Crombie interviews our firm.

Orion Interview - Bottom Line Magazine, Roger Crombie May-June 2010

An Alternative View on Asset Allocation

This paper addresses the an alternative to the Standard MV optimal portfolio construction used in asset allocation. Comments are welcome

A Systematic Alternative Asset Allocation Methodology

Risk Based Compensation Featured at AllAboutAlpha

 I am pleased to report that the financial website All About Alpha is featuring A framework for Risk Based Compensation today.

Many thanks to editor Chris Holt and the folks at All About Alpha  for their thoughtful consideration.