- The Limiting Case Of Equity Trend-following is Passive Investing September 11, 2017
Trend-following in the 1980s and 1990s meant different things as compared to the description found today in articles and books on systematic trading.
- What Is Idiosyncratic Alpha? [Premium Articles] August 22, 2017
A reference to idiosyncratic trading strategies was made in a market commentary by Neal Berger, the President of Eagle’s View Asset Management. In this article we attempt to clarify what these idiosyncratic strategies are. Below is an excerpt from Neal Berger’s market ...
- In A Nutshell: Why Trading is Hard August 19, 2017
Why trading is hard and why mean-reversion has outperformed the golden cross signal in SPY in the last year and a half.
- Tactical Investing Conundrum August 8, 2017
One of the most difficult problems of tactical investing is using timing strategies that are not biased due to special market conditions of the past.
- All Actions In The Markets Amount To Forecasts July 9, 2017
All actions in the markets based on any method, technical or fundamental, amount to forecasts.
- Long-Only Equity Strategy Benchmark June 27, 2017
The performance of this strategy can serve as a benchmark for long-only equity strategy development.
- How Risky Is The 60/40 Portfolio? June 10, 2017
The correlation between the 60/40 strategic allocation and the equity market in the last 30 years is close to 0.9. Actually, portfolio risk, as measured by maximum drawdown, has only been low during strong equity market uptrends.
- Investing in European Stocks is a Forex Bet May 29, 2017
Investing in European stocks is a forex bet.
- SPY: Price Action Update [Premium Articles] May 26, 2017
This is a price action update for SPY ETF based on results from the P-DOW indicator. Below is the SPY daily chart as of the close of Thursday, May 25, 2017. The P-Dow indicator generated a value of 0.43 as of the ...
- What You Want From The Market Vs. What It Can Give You May 21, 2017
Although there are many rules about trading, I can offer only one in this article because after nearly 25 years in the markets, I have seen many popular rules violated one after the other.