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...
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...
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,...
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,...
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...
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...
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...
A Classic Divergence
Note: Currently neither I nor any of my clients own GDX, although that may change in the future at any time. This example is...
What to Do with Small Caps?
Readers know about my concerns with overall valuation of US stocks as well as high yield in particular. What else am I concerned about?...
Flogging Away None Of Which Is Good at Forecasting
Fun interview with the trendfollower Winton, and a summary of how the trendfollowers are doing through Sep (aint pretty for most) (ht: RR):
http://plus.cnbc.com/rssvideosearch/action/player/id/3000207709/code/cnbcplayershare
Source: Automated...