Below is a weekly summary of our research findings for 2/10/20 through 2/14/20. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.
- Proof of Superior Investment Expertise?
Evidence from the extremely strong performance of Medallion Fund over its 31-year history refutes market efficiency within its realm of operation (thousands of short-term positions). - Simple Currency ETF Momentum Strategy
Evidence from simple tests on available data suggests the existence of some relative momentum effect among currency ETFs for relatively short lookback intervals. Even so, outcomes are unappealing. - Robo vs. Traditional Analyst Stock Recommendations
Evidence suggests that investors can exploit buy recommendations of robo-analysts. - Should the “Anxious Index” Make Investors Anxious?
Evidence from simple tests on available data suggest that probability of good times (and therefore also the “Anxious Index”) from the Survey of Professional Forecasters is not a useful indicator of future U.S. stock market behavior. - Doom and the Stock Market
Evidence from simple tests on limited data does not support belief that proximity to doom as judged by the Bulletin of the Atomic Scientists is usefully related to U.S. stock market returns.
