- Some Issues With Tail Risk Hedging [Premium Articles] July 27, 2022
In this article, we explore another serious issue with tail-risk hedging with the help of recent data. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Monthly Seasonality For Buy and Hold and Momentum [Premium Articles] July 22, 2022
Monthly seasonality charts for S&P 500 and US Treasury Bond 20+ Year Total Return indexes in the case of buy and hold and momentum. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- 2008 Summer Rally [Premium Articles] July 20, 2022
A look back at the summer rally of 2008. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Mean-Reversion Regime Change Indicator [Premium Articles] July 12, 2022
We present a mean-reversion regime indicator and discuss some of the issues associated with using regime indicators in general. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- First Half of 2022 Recap [Premium Articles] July 1, 2022
Performance of assets, sectors, commodities, and forex, in the first half of 2022. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Year-To-Date Performance of Ten Trend-Following Strategies [Premium Articles] June 29, 2022
Trend-following is a trading style and not one particular strategy but a wide variety of strategies with different performances and characteristics. Below is the year-to-date and long-term performance of ten trend-following strategies in SPY ETF. Access to the full article ...
- Improvement to ETF Calendar Anomaly Strategy [Premium Articles] June 24, 2022
We present an improvement to the strategy that trades calendar anomalies with three popular ETFs. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Trading Calendar Anomalies With Three ETFs [Premium Articles] June 23, 2022
We provide the details and analysis of a strategy that trades calendar anomalies with three popular ETFs. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Three ETFs Have Reached Extreme Levels [Premium Articles] June 17, 2022
Three ETFs that track performance in a particular market have reached extreme levels. Access to the full article requires a Premium Articles subscription or an All in One subscription.
- Another “Edge” Is Disappearing [Premium Articles] June 16, 2022
After the publicity this “edge” has received recently, data show it is disappearing. Access to the full article requires a Premium Articles subscription or an All in One subscription.