Online Backtester

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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?

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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?

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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)

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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)

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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

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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

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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

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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?

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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

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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...