We evaluate here the weekly market commentary of Price Headley, available via now-inaccessible archives for May 2000 through December 2010, and since presented as a “Weekly Market Outlook” via BigTrends.com. Price Headley, “was inducted into...
As suggested by a reader, we evaluate here the stock market forecasts from the monthly commentaries of Gary D. Halbert, available since January 2002. Because these commentaries stop with May 2007, we include also market-oriented...
A reader suggested that we evaluate the market commentary of Martin Goldberg, as available via the Financial Sense archive for September 2003 through June 2010 and currently via Financial Sense. Martin Goldberg “is a Chartered...
As suggested by a reader, we expand here an evaluation of overall stock market forecasts from the commentaries of Carl Futia, available since April 2005. The main tools that Carl Futia uses to analyze financial...
As suggested by a reader, we evaluate here Bill Fleckenstein’s commentary in the “Contrarian Chronicles” at MSN Money since August 2002 (the earliest we can find). Bill Fleckenstein, president of Fleckenstein Capital, manages a hedge...
We evaluate here the Forbes.com commentary of Ken Fisher regarding the broad U.S. stock market since the beginning of 2000. Ken Fisher is Chief Executive Officer and Chief Investment Officer of Fisher Investments, which operates...
...evidence indicates that investors may be able to exploit anomalously high returns during option expiration weeks for large capitalization stocks with high ratios of option trading volume to stock trading volume.
...realistic assumptions about business cycle predictability make it unlikely that an investor can outperform the broad stock market using a conventional sector rotation strategy. A more focused, unconventional sector rotation strategy might outperform.
...publicly available information does not support an assessment of Puru Saxena's investing performance.
Do credit conditions systematically affect stock market behavior? In the March 2010 draft of their paper entitled “Credit Conditions and Expected Stock Returns”, Sudheer Chava, Michael Gallmeyer and Heungju Park investigate whether changes in bank...
...demographic projections suggest a reasonably stable long run real U.S. stock market return over the next 40 years.
...evidence indicates that a trader who periodically switches to the hottest known anomaly based on a rolling window of past performance may be able to beat the market. Anomalies appear to have their own kind...
The quality of working papers from academia is as high as, or higher than, that of many analyses available to investors from investment industry sources and from other investors.
The momentum investing approach, whether implemented via simple moving average (SMA) crossovers or lagged returns (or a combination) may be fragile with respect to exact parameter selection...
Various studies find that returns on individual stocks exhibit tendencies for short-term (one month) reversal, medium-term (3-12 months) momentum and long-term (2-5 years) reversal. The short-term reversal is the basis for the skip-month included in...
...the long-run outperformance claimed by Doug Fabian appears to be a legacy of methods no longer strictly followed.
...evidence from nearly six decades of data indicates that diversifying across stock return anomalies consistently beats individual anomalies and the broad stock market.
...there is not enough public information on these sites to support due diligence on the investment performance of Doug Casey's advice.
...there is not enough public information on these sites to support due diligence on the investment performance of Roger Conrad’s advice.
...evidence indicates that that discretionary (but not non-discretionary) aggregate accruals scaled to total assets significantly predict next-year equity market returns and that firm-level accruals scaled to earnings have substantially stronger and more consistent predictive power...
...evidence indicates that hedge fund investors should lean toward low-profile funds.
...evidence from simple tests of available data indicates that VT26 may be a good strategy for fairly high-frequency trading in some futures markets, better for short trades than long trades, with effectiveness perhaps dependent on...
...identifying and addressing appropriately the range of uncertainties found in financial markets is essential to investing success.
...evidence from 1950-2008 indicates that global diversification, while providing little protection on average from local market crashes, offers considerable risk mitigation over the long run.
The following research suggests that going further out-of-the-money improves returns from selling equity calls and puts...