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Sunday, February 3

3rd Feb - Weekender: Economics & Markets




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ECONOMICS
How should central banks think about the financial system?Free exchange / The Economist
Monetary policy alters the incentives for financial firms to take risk, for both good and ill. The good news is that, in theory, central bankers have the tools to restrain both bubbles and panics. The bad news is that the price stability and financial stability mandates are often “orthogonal” in the short term, according to Mr Brunnermeier. Actions taken to prevent disinflation can encourage excessive risk-taking, while anti-inflationary measures can inadvertently exacerbate or induce panics.

Economic nationalism will only fuel failureThe A-list / FT
Stephen King: Currency wars may be all the rage but they are merely a symptom of a much more deep-rooted problem. We are witnessing the return of economic nationalism. At the 2009 London Group of 20 summit, it seemed for a fleeting moment that nations had learnt how to work together to solve the world’s economic and financial problems. That dream no longer holds. Persistent economic stagnation has left our political leaders increasingly looking for national solutions to what have become deeply-entrenched international problems.

The End Of An EraTullet Prebon / ZH
The economy as we know it is facing a lethal confluence of four critical factors – the fall-out from the biggest debt bubble in history; a disastrous experiment with globalisation; the massaging of data to the point where economic trends are obscured; and, most important of all, the approach of an energy-returns cliff-edge.

(podcast) ITB: Inflation - friend or foe?BBC (mp3)
Is inflation still public enemy number one? For most of us it simply means price rises, but is there a positive side to this one-time economic bogeyman? Plus with the help of our resident comedian, Colm O'Regan, we go in search of economic nirvana Is there's such a thing as a perfect economy? Or is it just the stuff of fairytales? Guests Mohamed El Erian, CEO of the global investment company PIMCO; Jeffrey Frankel, Harvard professor in International Finance and Macroeconomics and previously a member of President Clinton's Council of Economic Advisers; and Brigitte Granville, Professor of International Economics and Economic Policy at Queen Mary, University of London.

Quelle Surprise! IMF Always Prescribes the Same Austerity Hairshirtnaked capitalism

Why Is Productivity Slowing Down?WSJ
Nearly all the world’s advanced economies are grappling with a productivity problem. Starting a decade ago, the rate of growth in multifactor productivity started skidding across the industrialized world.

Ray Dalio Schools You on the Great Rotation DebateThe Reformed Broker

Central Banks Say Bubbles Are O.K.WSJ

MARKETS & TRADING
The value of value: Fashions are changing in the stockmarketButtonwood / The Economist
Is it time for a change in investment style? The general rise in stockmarkets this year may be disguising a fundamental shift within the market.

The Appeal of Investments That Cost More and Return LessNYT

The Real, and Simple, Equation That Killed Wall StreetSciAm

Currencies Are All About Yields Now, Rather Than Risk WSJ

The Most Common Error in Stock Market ResearchA Dash of Insight
Many of the popular pundits, despite their apparent use of data, have developed inaccurate and over-fit models. It is better to have simple models with more relevant data. These may not seem as impressive at first glance, but prove to be more robust in practice.

Full data setReinhart and Rogoff

Banker with African experience: 'Send everyone into real banking first'The Guardian
'People become traders without ever having seen what banking actually is' – The Guardian

Ex-compliance officer: 'I had to tell the trader what to do – I had two minutes'The Guardian
A PhD graduate who used to work in a bank and brokerage firm explains what it feels like to be the regulators' in-house man

  BULL OR BEAR
Upside RisksThe Reformed Broker
Against such an awful and seemingly inevitable backdrop of tears and fears, the risk is to the upside. Pray for pullbacks; anticipate them like the cooling, restorative rainstorms they are.

The Secular Bear Market in Stocks Is Overdshort

Earnings and Revenues Beat Rates for Q4 2012Bespoke

  HEDGE FUNDS
Why the world's biggest hedge fund missed big in 2012Fortune
Bridgewater Associate's Ray Dalio has long been one of the market's best seers. That could be coming to an end. (see also Zero Hedge’s earlier piece)

Soros Says Hedge Funds Can’t Beat Market Because of Fees BB

Great Interviews From Market Masters The Short Side of the Long

  READ MORE!
Blogs we likeLighthouse IM

Suggested Reading ListUMASS Finance Society (pdf)
Apparently from Goldman Sachs around 2007.

The Complete And Unabridged Works Of Dylan GriceZH
244-page compendium covering the bulk of Grice's work over the past 4 years. Covering the financial gamut: from Valuation, to the Euro Crisis, to Japan, to Asia, to Gold and commodities, all the way to the Philosophically arcane, we are confident that the attached presentation will provide countless hours of reading pleasure for all.

Just Released: CFA Institute Magazine (Jan/Feb 2013)CFA Institute