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CXO Advisory

Miscellaneous

These blog entries do not fit any of the categories thus far defined.

Site Changes re “Real Earnings Yield” and “Reversion to Value” Models

We have made the following changes to CXOadvisory.com:

We added a new Value Strategy to the main menu to track the performance of the strategy described in “Simple Asset Class ETF Value Strategy”. We intend this new strategy to complement Momentum Strategy.

We retired the Real Earnings Yield (REY) and the Reversion to Value (RTV) models of the U.S. stock market. The new Value Strategy, to a degree, subsumes these models. Archived pages for these models remain available via these links and via Market Models. With these retirements, we will no longer present a daily “Stock Market Projection” on the home page.

Since its only purpose is to feed the REY and RTV models, we also retired Earnings Forecast. An archived page for this forecast remains available via the link.

The overall intent of the changes is to nudge content toward greater concrete applicability.

 

Correction to Momentum Strategy Winners

We have corrected the Momentum Strategy winners list for January 2015 (to be held during February 2015). The third place winner was incorrect due to omission of a dividend.

2015 Charles H. Dow Award Competition

The deadline for submission of papers for the 2015 Charles H. Dow Award, presented by the Market Technicians Association (MTA), is January 5, 2015. MTA established this award in 1994 to recognize outstanding research in technical analysis. The Award carries a prize of $5,000 and the opportunity to present the winning paper at the April 2015 MTA Gala Awards Dinner in New York City.

Competition for the award is open to all practitioners and academics. Per the Guidelines for Submissions, the MTA judging panel evaluates each submission based on its enhancement of the understanding of market action and the concepts of technical analysis, and its thoroughness.

CXOadvisory.com has no affiliation with MTA or the Charles H. Dow Award.

“What Works Best?” Update

An update to the “What Works Best?” page makes the discussion more expansive (to address strategic asset allocation), shifts emphasis and adds references.

Investing Demons Update

An updated Investing Demons now includes relevant research summary statements from the past year. This section provides a broad perspective on the content of CXOadvisory.com.

Strategies for Exploiting Index Rebalancing?

A reader suggested: “With the annual Russell rebalancing coming later this month, maybe you could post some profitable trading strategies.” A search of the Social Science Research Network (SSRN) for “index rebalancing” and “index reconstitution” and “Russell rebalancing” and “Russell reconstitution” locates the following research (in reverse posting chronology): Keep Reading

How About Spinoffs?

A reader asked: “Have you done a review on spinoffs?” Keep Reading

Master Limited Partnerships?

A reader asked: “Could you shed some light on Master Limited Partnerships and their risk?”


There is not much formal research on Master Limited Partnerships (MLP). A Social Science Research Network search locates two papers that may interest you: Keep Reading

Working Papers vs. Journal Articles?

A reader commented and asked: “The problem with SSRN is that most papers published there are working papers, placed there to receive comments. Before any of these papers appear in a journal, they undergo peer review, one of the most important processes in scientific research. Experienced researchers in the field thereby filter out all the mistakes, wrong methods, incorrect conclusions, etc. How do you know that the working papers are not dramatically adjusted before publication in a peer-reviewed journal?” Keep Reading

Other Similar Web Sites?

A reader asked: “Do you have any other similar web sites or know of any similar sites?” Keep Reading

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