Geoffrey Lordi

Multiple Asset Class Short-Term Returns

I second sbenard's comments: I've used LSC, as well. Great utility in its flexible L/S schedule.

Positioning Your Portfolio for the Obama Administration - Ed McRedmond

Paultaut,

The Powershares PXR is an infrastructure etf built around companies in developing countries.

You might be interested in the Powershares PKB, which is >99.75% US equities (25bp cash), offers a .65 correlation to the S&P500, and charges 60bp. A downside of the etf is that, because it invests in construction, machinery, specialty retail, building products, etc, it could be more diversified than you want. For example, its correlation to the S&P Construction Index is 0.52.

As a package, PKB+PXR might be a worthwhile consideration for you since you could capture both regions. PXR offers 11.2% US exposure, in addition to a great deal of China, Indonesia, and S Africa, but charges 75bp and is correlated more closely to the S&P at .71.

Good hunting.

Positioning Your Portfolio for the Obama Administration - Ed McRedmond

it-trade,

PTRP is not a bad idea at all, in theory. My chief criticism of it (aside from the 75bp fee) is that its R^2 is high compared to the S&P - .927 since inception. Although a quarter is not enough time to develop solid correlation data, PTRP offers nearly the same "diversification" as DIA and VO - both of which are only a few ticks away in terms of R^2. Possibly a good product, but there are better diversifiers out there.

Tuesday Outlook: Commodities, Emerging Markets

XLF closed at 23.31 on its first day, 19.78 if you had since reinvested dividends.

GL

Thursday Outlook: Commodities, Emerging Markets

David,

I appreciate your thoughtful work. And, while I realize that you cannot publish data on *every* etf, do you have technical analysis for some of Currency Shares' products? What of other country etfs (some of which are relatively new), including Mexico (EWW) or Latin America's other growth engine, Chile (ECH)? And how about some of the less covered products, including South Africa (EZA), Israel (EIS), and Turkey (TUR)?

Thx,
GL