Investing Research Articles

…evidence indicates that hedge funds employing quantitative analysis strategies tend to outperform those that use qualitative strategies, perhaps based on superior market timing.

…evidence based on straightforward assumptions and tests does not support a belief that breakout indications after Bollinger Band-within-Keltner Channel conditions are reliable.

…available data is insufficient to determine whether Phil Erlanger’s Research is exploitable on a net basis. Portfolio overhead and biases in self-reported hypothetical returns could offset reported gross market outperformance for most investors.

…evidence from a limited sample period indicates that information in Commitments of Traders reports regarding aggregate positions (hedging pressure) of commercial and non-commercial futures traders may support successful timing of commodities and equities markets.

…evidence from Zacks representative managed account and mutual fund results do not support a belief that realistic implementations of Zacks Rank data generate substantial net outperformance.

…investors may want to ensure that they base trading strategies on real-time expectations net of search costs and comprehensive trading frictions, with a substantial margin to accommodate data snooping bias.

We evaluate here the New York Metro “Bottom Line” commentary of Jim Cramer regarding the stock market via his archived articles since May 2000. Jim Cramer is among the most visible and prolific members of the financial media. He is Director, Co-founder and ubiquitous contributor at TheStreet.com, where he offers his ActionAlertsPlus service. He is… Keep Reading

…evidence indicates that self-reported hedge fund performance data tends to overstate hedge fund industry return and understate risk.

There is probably no instrument that is an “ideal” hedge based on the definition of very low return correlations with high-yield bonds under all economic conditions.

The leap from past multi-year highs to future performance is not obvious.