Aric LightinDataDrivenInvestorMeasuring Hedge Fund Performance with Factor Model Monte CarloIn this post I employ Factor Model Monte Carlo to measure and forecast the risk-return profile for the real case of Oracle fund.·17 min read·Mar 21, 2022----
Aric LightinDataDrivenInvestorTrading the Inflation ThemeLearn how to position your portfolio to benefit from a secular change in inflation.18 min read·Nov 28, 2021----
Aric LightinInvestor’s HandbookTesting the CAPE Ratio: Cyclically Adjusted P/EThe Cyclically Adjusted PE Ratio is among the best measures of stock market valuation. Find out what the CAPE says about future returns.10 min read·Oct 3, 2021--1--1
Aric LightinInvestor’s HandbookTesting the Buffet Indicator: Market Cap-to-GDPThe Buffet Indicator is a popular valuation metric. Check out where the indicator stands today and what it says about future market…13 min read·Aug 14, 2021----
Aric LightinDataDrivenInvestorEverything About Faber: A Critical Look at Market TimingIn this post I investigate a popular strategy for market timing based on Meb Faber’s 10-month SMA strategy.14 min read·Jul 15, 2021----
Aric LightinInvestor’s HandbookBitcoin: An Asset Allocation PerspectiveThis guide reviews everything you need to know about allocating to Bitcoin.17 min read·Apr 1, 2021--1--1
Aric LightinDataDrivenInvestorMonetary Policy is Dead, Long Live Monetary PolicyIt’s more than just “Money printer go: Brrr!”. Textbook descriptions of monetary policy do not apply in a world of QE and excess reserves.8 min read·Jan 24, 2021--2--2
Aric LightinDataDrivenInvestorStock Market Valuation and Volatility with RValuation is an important determinant of future stock market performance. Can valuation also be used to predict future market volatility?10 min read·Jan 2, 2021----
Aric LightinDataDrivenInvestorStructural Change in Stock Market ValuationsThe CAPE ratio reveals structural differences in stock market valuations over time.8 min read·Nov 21, 2020----
Aric LightinDataDrivenInvestorStock Market Valuation and the 2020’s in RCan stock valuations be used to predict returns and earnings growth?10 min read·Oct 25, 2020----
