Moomin Valley

Moominmama lost 1.39% in January. That's not bad considering the MSCI World Index lost 8.51% for the month. This is the portfolio breakd...

The Future Fund reported its results for the last quarter of 2008

Following up on my post about EFTPOS policies Steven Levitt is commenting on credit cards . Nothing much new there, but one of the commente...

Now that I am going to have a job I'm setting up a regular savings plan of $A500 a month from my salary to match the plan we already ha...

Any chance Man Financial will do this for its clients who suffered losses (if relatively small) in RMF ?

Buffalo sounds better than Ox :) We should celebrate with mozzarella cheese :P

This morning I met my colleague who helped me with the grant application and began to work out the details. It'll take a little while to...

At least I was dressed smarter than my interviewers. I had my shirt tucked in :) Not sure how well it went, I should hear early next week if...

Christopher Joye in an article in the Business Spectator today performs a retirement portfolio optimization using historical Australian dat...

I just heard that my research proposal was approved. We haven't got any details yet but we proposed that I work on the project for one ...

On our way back from the Ford dealer where we put in an order for the missing bit of silver trim , we stopped off in the suburb of Dickson ...

The back of our car got run into a stone wall - like most car accidents it happened close to home - in the driveway of our apartment buildi...

This is the other bond fund in my Mom's portfolio. It has done very well in recent years, though it didn't do much just after we bou...

Investors in TFS Capital's Market Neutral Fund continued to buy high and sell low as a group in the four months ended October 31st, as I...

Here are the HFRI hedge fund indices for December and 2008 which differ quite a bit from the HFRX results I posted before. HFRI tracks arou...

This is my Mom's largest single investment at 12.6% of the portfolio. It wasn't planned this way. I instructed Citibank to buy a giv...

Man Investments will sue over its Madoff related losses . Don't know if it will do any good but that's better than nothing .

This is a graphic of this blog created using Wordle . I posted a couple of these created by Paul Kedrosky earlier .

A discussion of Bernanke's speech yesterday argues that it was the impact of the Lehman collapse on the Reserve Money Market Fund and...

A comment I posted on " Graceful Retirement " as part of the ongoing discussion about Meg's blogposts : "I'm not too ...

When I tried to optimize the performance of the asset mix used for the portfolios in my post about endowment style portfolios by maximizing...

Yesterday I reported on HFRI's indices for December 2008 . Today Credit Suisse/Tremont released preliminary results for the month. Credi...

By comparison the MSCI All Country World Index rose 3.67% in December but lost 41.85% for 2008. Macro - the strategy made famous by the like...

Superfund is now offering a fund in Australia. This company, which originated in Austria, offers managed futures products to retail investo...

CALPERS (the California state retirement fund) provides detailed information on their asset allocation. CALPERS has much more of a traditio...

Interesting discussion from John Hussman about changes in "duration" and the optimal allocation between stocks and bonds in a por...

Moominmama gained 0.73% in USD terms for the month but individual investment results were all over the place partly due to big movements in ...

SIPC actions and testimony look like good news for small investors with Madoff. The SIPC sent out claim forms to 8000 Madoff investors. So ...

Turns out that it's pretty easy to compute the table above from my existing spreadsheets. Maybe this is a better way of presenting the c...

Received the documentation and forms for the revised version of the planned EBI delisting today. I'm going to withdraw 6000 of my 8707 ...

Paul Kedrovsky's blog pointed to this blog by Woodward and Hall which has a very interesting post about the changes in the Fed's b...

Finally an up month, and a market beating one at that, in US Dollar terms at least. However, due to the rise in the Australian Dollar this m...

Interesting word clouds generated by Paul Kedrosky based on session and paper titles from the American Economic Association meeting. I'...

Unlike previous years I'm not going to set any quantitative financial goals for this year as there is too much uncertainty. On the inves...

I will be doing a report for December, but after such a financially disastrous year, I'm not in the mood for a detailed analysis of the ...

The academic job I applied for (there are 3-4 positions available) got more than 250 applicants from around the world. They are now narrowin...

We were told that there would be a 21 day hold on the proceeds of the U.S. cheque we deposited. But today (the first time I checked) the Co...

We received a check for just over $US3,000 for Snork Maiden's costs getting to and attending the conference in China in October. I'd...

Often I read in the media that the values of real estate and infrastructure assets owned by listed and superannuation funds are exaggerated....

The report which Harry Markopolos submitted to the SEC in 2005 with his suspicions about Madoff is pretty amazing. This is how the SEC resp...

The chart shows the MSCI All Country World Index converted into Australian Dollars and EWA including dividends converted to AUD. From an Au...

This isn't a surprise at all but I just checked our distributions from Colonial First State which were paid on 14th December. Snork Maid...

According to this chart, at the end of September the ten year return on U.S. large cap stocks was as low as it had been only four times befo...

A lot of visitors to this blog have been searching for various combinations of Madoff and Man Investments and its products. It turns out the...

As I've reported, Everest Brown and Babcock Alternative Investment Trust (EBI.AX) has been in a lot of strife with investors . The main ...

I'm getting a near record daily number of hits (and we're only halfway through 16th December at the moment) due to my first post abo...

The table shows the average monthly returns, standard deviation and Sharpe Ratio for the Fairfield Sentry fund that was "invested"...

Credit Suisse/Tremont Equity Market Neutral Index loses 40.45% in November: Up to the end of October the index was pretty much flat for the ...

A lot of people in the blogosphere are talking about how they knew that Madoff's scheme was obviously a scam. I got the returns data fro...

It's commonly believed that there is a strong relationship between the Australian Dollar and gold. But is this true? I computed the mont...

Everest Babcock and Brown Alternative Investment Trust (EBI.AX) changed course again, rendering my post from just a couple of days ago out ...

In the final post of this series I look at the performance of an endowment type portfolio over the last 12 years. 10% is invested in the CR...

In recent posts I have looked at the optimal allocation between stocks and managed futures and between stocks and a composite hedge fund in...

From now on we'll split all savings 50:50 between paying off debt (margin loans and credit card) and making new investments (in Snork Ma...

Allco Equity Partners (AEP.AX): The Liberman family got a margin call and now ANZ owns the 25% of the company that they used to own and whi...