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SFSecurity

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SFSecurity

Re: None

Sunday, 11/02/2014 9:19:40 PM

Sunday, November 02, 2014 9:19:40 PM

Post# of 47105
Like backtesting? Beat this!

October 21st, 2014 by Meb Faber
(snip) We’ve done testing going back 100 years or so (so has AQR in their paper) and I was delighted to see a new book out by the crew at ISAM (up a whopping 28% this year) that has a 800 year backtest! Looking forward to reading it.

Seen at http://mebfaber.com/

Guy Fawkes Day strikes again!

Best,

Allen
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