- The Benner Cycle: Sure Thing or an Illusion? October 30, 2023
We tested the performance of the Benner Cycle and also examined its philosophical underpinnings. Is the cycle the “sure thing”, as its inventor claimed, or an illusion? How is the profitability of market analysis tools changing over time?
- Protecting Equity Portfolios During Times of Uncertainty October 26, 2023
Equity investors face losses from large corrections and bear markets. Hedging the risks has become challenging in recent years due to market regime changes.
- The Choice of a Timing Function Makes A Difference [Premium Articles] October 4, 2023
Although traders and investors use simple timing functions to exit the stock market before a large correction, a particular choice can make a difference. Access to the full report requires a Premium Articles or All-in-One subscription.
- Special Report: Why Is The Fed Keeping Interest Rates High? [Premium Articles] September 21, 2023
The primary reason the Fed is reluctant to lower rates is not a possible resurge in inflation. Access to the report requires a Premium Articles or All-in-One subscription.
- Dealing With The Next Equity Market Collapse [Premium Articles] September 15, 2023
Extreme equity market moves have a low probability, but it is higher than what the normal distribution predicts. Here are five schemes traders and investors can use to deal with the next equity market collapse.
- CTAs and Sharpe Ratio August 22, 2023
It is a contradiction, but it appears to be the position of some CTAs, who do not like the Sharpe ratio but like their risk-adjusted returns. Passive equity investors respond to those who dismiss the value of the Sharpe ratio by ...
- An Unsustainable Divergence [Premium Articles] June 30, 2023
A significant divergence between two ETFs in related markets could present an opportunity for a pairs trade if normalization starts. Access to the article requires a Premium Articles or All-in-One subscription.
- Three Strategies That Have Turned Into Unmitigated Disasters [Premium Articles] June 23, 2023
One of the strategies that have turned into unmitigated disasters was proposed in a popular Twitter Space, while another one has been popular with those who were expecting a recession. The third one came with an ETF. Access to the ...
- Strange Attractors – June 9, 2023 [Premium Articles] June 9, 2023
Comments about social media posts, important market developments, and interesting subjects. Access to the article requires a Premium Articles or All-in-One subscription.
- Strange Attractors – May 31, 2023 [Premium Articles] May 31, 2023
Comments about social media posts, important market developments, and interesting subjects. Access to the article requires a Premium Articles or All-in-One subscription.