Blog - Investing Notes
April 24, 2005 – The (Stock Market) Modeling Life
If your crystal ball has not been working so well...

Objective research and reviews to aid investing decisions
Big Ideas | Fundamental Valuation | Size Effect | Sentiment Indicators | Calendar Effects | Analysts/Experts | Equity Risk Premium | Value Premium | Economic Indicators | Short Selling | Individual Investing | Animal Spirits | Volatility Effects | Some Trading Indicators | Reviews | Mutual/Hedge Funds | Fed Model | Momentum Investing | Political Indicators | Buybacks/Secondaries | Equity Options | Commodity Futures
If your crystal ball has not been working so well...

"Advice is the only commodity on the market where the supply always exceeds the demand."
- Unknown
"...if one tortures a dataset long enough, it will confess to anything!"
- Andrew Lo
"He who lives by the crystal ball soon learns to eat ground glass."
- Edgar Fiedler
"And it really doesn't matter if I'm wrong / I'm right..."
- Paul McCartney
Triumph of the Optimists - Dimson, Marsh, Staunton
Evidence-Based Technical Analysis - Aronson
The Black Swan - Taleb
Pages other than main site sections, in descending order of number of visitors last month...
1. The 2000s: A Market Timer's Decade?
2. Simple Sector ETF Momentum Strategy Robustness/Sensitivity Tests
3. A Market Volatility Factor Model
4. Important News Releases for Short Sellers
5. Variation in Long-run Stock Market Predictability
6. Robert Prechter: 100-Year Bear?
7. Update: The Stock Market and the Super Bowl
8. Simple Sector ETF Momentum Strategy Performance
9. Testing the Equity Mutual Fund Liquidity Ratio
10. Alternative Sector ETF Momentum Metrics
11. ETF Pair Trading Based on Relative Returns/Volatilities
12. Unadmired Stocks Beat Admired Ones?
13. GMO's Stunningly Accurate Forecast?
14. Blog Synthesis: Momentum Investing/Trading
15. Impossibly Good?
16. Long-term Trends and Short-term Variations in Valuation Ratios
17. Bob Brinker's Market Timing
18. How About Barron's "Daily Stock Alert"?
19. Timothy Sykes: Penny Stock Pump-and-Dump Detective?
20. Review of Lussenheide's Basic Timing Strategy
21. Deconstructing Effects of Corporate News
23. Refined Short-term Reversal Strategies
24. Simple Gold-Gold Stock Fund Pair Trading
25. Update: CPI and the Stock Market Over the Intermediate Term


