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Value Investing Strategy (Strategy Overview)

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Momentum Investing Strategy (Strategy Overview)

Allocations for July 2024 (Final)
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These blog entries do not fit any of the categories thus far defined.

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

How Do You Keep Up with New Research?

A reader asked: “How do you keep up with what research is being released? Do you have any suggestions for sifting through all the work to find things solely related to stock selection, market sentiment, etc…the things that you seem to be looking for? For me, you are a shortcut to finding what is relevant. I’m wondering if you have any ‘shortcuts’?” Keep Reading

Recent Speculations on Prediction Markets

Some eminent economists and political scientists believe that prediction-information-decision markets offer significant benefits to society through efficient extraction and consolidation of the knowledge of individuals. They may also offer some insights into the workings of traditional financial markets that have evolved from trading. They could represent a natural progression from increasingly abstract financial derivatives. The summaries below outline potential benefits and shortcomings of prediction markets. Key points are that prediction markets: Keep Reading

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