Miscellaneous

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.

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.

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

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.

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

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

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

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

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

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