Moomin Valley

I completed my presentation slides on Thursday and today went over to a colleague's house to run the presentation by him. I was meant to...

Moominmama's portfolio saw another loss this month of 3.66% in USD terms. The MSCI World Index was down 9.73% and the S&P 500 close ...

While the HFRX index saw a gain for January , HFRI * had a loss of -.04% . That's still great compared to the equity markets. Credit Sui...

Apparently momentum is growing to abolish Australia's system of dividend imputation . In Australia companies pass on tax credits attache...

Yesterday, I went to a meeting at the government department that is funding my research project . One person left early and the most relevan...

As is the case for non-US crude oil prices there's been a bit of a bounce in the Baltic Dry Index of shipping costs. Of course, it cou...

Some progress on the job front. A computer is being ordered for me from the project funds and a meeting being set up with the funders to d...

I just joined LinkedIn . I don't really understand how it works or whether it is useful, but figured it is yet another portal to channel...

I went along to my local TransACT office to ask about changing our broadband/phone plan into one that includes cable TV. Snork Maiden's...

Great report from Credit Suisse on global equity returns.

I've noticed that petrol (gasoline) has gone up in price from a low of $A0.99 a litre ($US2.41 a gallon) to around $A1.25 a litre ($US3....

After ranting yesterday about Ford , today it's Commonwealth Securities turn. I don't like putting down companies but I feel that c...

We got the major part of our car repairs done cheaply . Today we finally picked up from the Ford dealer the silver trim that goes on the bum...

I signed up for a trip to Kuranda - a small town or village about 30km from Cairns. They pick you up by bus and take you to the terminal of...

I'm on my first business trip of my new job at a conference in Cairns, which is on the coast of northern Queensland deep in the tropics....

In USD terms we pretty much matched the MSCI index this month. Of course, this was its worst January ever. In Australian Dollar terms perfor...

According to an article in the Australian Financial Review today, I won't be eligible for the Australian government's $A950 stimulus...

While stock indices had their worst January in history, globally, hedge funds did fine . The return of uncorrelated returns :)

The deal to take NDS private finally passed its last hurdle today. I last bought back into the stock on 19th December at $49. The takeover ...

http://woodwardhall.wordpress.com/2009/02/02/venture-capital-in-the-recession/">Interesting comparison of the outcomes for venture c...

The Australian government announced its second stimulus package today . Included is a bonus payment of "up to $A950" for every wor...

In the end 27% of shareholders (including 6000 of my own shares) opted to participate in the new unlisted hedge fund of funds EAIT . The rem...

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...