linkedin-with-circle twitter-with-circle rss search

The Dividend Challenge

Beginning in the 1980’s Pepsi started running the Pepsi Challenge — television commercials featuring taste tests that would pit their soda versus Coca-Cola.  Tasters would take sips of each unmarked beverage, and were asked to declare which soda they preferred.  Invariably, Pepsi was the favorite…

Read More →

Online Backtester

Finally starting to see some innovation here.  Two great entrants, all they need is a little more front end design, and of course a little tactical special sauce and they will be killer!     http://www.portfoliovisualizer.com   http://turnkeystats.com/

Read More →

What Happens Next for Stocks?

Ned Davis ran a great study that I thought I would replicate with a different dataset. They wanted to know what stocks did in Nov/Dec after the market was up as much as it was YTD in 2013 (I used 20% though I think it…

Read More →

Is the Stock Market Expensive?

Readers know we have done a lot of work on stock market valuation measures.  One of my favorite, that is hard to find anywhere, is the P/E for the MEDIAN stock in the S&P500.   Often if you look at the broad market it is…

Read More →

ETF Contest Winners (and non-Winners)

I had a lot of fun receiving ideas for my little ETF Contest.  We received over 200 submissions.  They included everything from the absurd, to impossible, to hilarious, to already filed, to actually a few pretty good ideas.  Below are the ideas that are non-winners…

Read More →

The Problem with Market Neutral (and an Answer)

I’m pretty sure this ideas below came from SocGen (who does a ton of great momentum work) but I’m on a plane watching the Red Sox game and for the life of me can’t recall where I saw this.  One of the biggest challenges for…

Read More →

Probabilistic Investing

My readers are probably tired of my droning on about valuations in the US and abroad (if you’re new here, short summary:  US is expensive, and the rest of the world is cheap).  While I don’t think the US is in a bubble it is…

Read More →

Adding Quality

I’ve been on the record a lot this year talking about how, if you’re going to pursue a high yield dividend strategy, you should consider adding a valuation screen and or a quality screen.  Someone asked me about some basic quality factors so I thought…

Read More →

Web Statistics