ETF Screener and Backtester

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Ahhh, I was wondering when someone was going to launch one of these. . . nice job Marco!  Data back to '00.

SSRN Download Working Again

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for those having problems downloading my paper, the SSRN download is working again. . . ---- Nice AlphaClone mention in Value Investing Insight.  Also featured were...

Prospect of Gain

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    Just re-read Zweig's excellent book "Your Money and Your Brain".  This was prompted by a reader asking me to cite where I got the...

LinkFest

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Looong interview with yours truly at the Kirk Report. ----  When is someone going to launch a currency momentum ETN?  Anyone, anyone?  And no, I'm not...

Why You Should Be Following the Top Hedge Funds

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Post updated:  A reader (HT: RK) emailed in suggesting that the two funds (ICMYX and ETGLX) are not correctly characterized by Morningstar since they...

Weekend LinkFest

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NYC (and especially Baltimore) are much more dangerous than the Wild West. ---- Change the Y-axis to "Annual Change".  Pretty cool. ---- Seriously, why didn't the soda companies...

This Market is U-G-L-Y

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 From the 1986 movie "Wildcats" with Goldie Hawn.  (Although Brazil seems to be one of the stronger countries right now.) httpv://www.youtube.com/watch?v=hoXORtIibwQ&feature=player_embedded

Quant TAA Paper Updated

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For real this time! Somewhere in the Internet ether, between my computer and the SSRN I managed to send in the wrong PDF.  I thank...

A Quantitative Approach to Tactical Asset Allocation Updated!

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I have finally (I think) finished updating my 2006 white paper.  While the Journal of Wealth Management published the 11-page paper in 2007, this...

Gold Ready to Test Resistance at $1000

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Trading at $980.  In previous posts I talked about round numbers (and why support and resistance works), and how once a trading vehicle breaks through...