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Investing Research Articles

75 Research Articles

Day Trading Stocks with ChatGPT

Can artificial intelligence platforms such as ChatGPT be good stock day traders? In his March 2024 paper entitled “Can ChatGPT Generate Stock Tickers to Buy and Sell for Day Trading?”, Sangheum Cho tests whether ChatGPT 3.5 turbo supports profitable day trading. He instructs ChatGPT to pretend to be a professional day trader who picks from… Keep Reading

Complex Intraday Time Series Momentum Strategy Applied to SPY

Is intraday time series momentum of a very liquid exchange-traded fund (ETF) such as SPDR S&P 500 ETF Trust (SPY) exploitable? In their May 2024 paper entitled “Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)”, Carlo Zarattini, Andrew Aziz and Andrea Barbon iteratively construct and test a SPY intraday time series… Keep Reading

Do Not Trade at the Open?

“Does it really help to wait a half hour (or whatever) before trading?”

Survey of Seasonal Anomalies

In their February 2011 book chapter entitled “Seasonal Anomalies”, Constantine Dzhabarov and William Ziemba describe, update and assess several published U.S. stock market anomalies, most of which are directly or indirectly calendar-driven. They update using returns for stock index futures as a low-friction approach to exploiting calendar anomalies. They acknowledge the possible materiality of data… Keep Reading

Weekly Summary of Research Findings: 11/5/18 – 11/9/18

Below is a weekly summary of our research findings for 11/5/18 through 11/9/18. 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.

Weekly Summary of Research Findings: 6/14/21 – 6/18/21

Below is a weekly summary of our research findings for 6/14/21 through 6/18/21. 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.

Weekly Summary of Research Findings: 2/28/22 – 3/4/22

Below is a weekly summary of our research findings for 2/28/22 through 3/4/22. 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.

Weekly Summary of Research Findings: 5/16/22 – 5/20/22

Below is a weekly summary of our research findings for 5/16/22 through 5/20/22. 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.

Weekly Summary of Research Findings: 7/11/22 – 7/15/22

Below is a weekly summary of our research findings for 7/11/22 through 7/15/22. 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.

Weekly Summary of Research Findings: 8/22/22 – 8/26/22

Below is a weekly summary of our research findings for 8/22/22 through 8/26/22. 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.