Other Similar Web Sites?
November 10, 2009 - Miscellaneous
You might find “The Periodic Table of Finance Bloggers” at The Reformed Broker interesting.
November 10, 2009 - Miscellaneous
You might find “The Periodic Table of Finance Bloggers” at The Reformed Broker interesting.
November 10, 2009 - Strategic Allocation
…evidence from a relatively short history of global stock returns indicates that portfolio weighting based on mechanical metrics other than market capitalization may enhance raw and risk-adjusted return.
November 9, 2009 - Equity Options
…traders may find Day Trading Options an interesting exploration of potential short-term options pricing inefficiencies and of approaches to exploiting such anomalies. However, the book presents no associated model of reasonably sustainable portfolio-level returns.
November 8, 2009 - Fundamental Valuation
The only place Tobin’s q shows up on CXOadvisory.com at present is…
November 6, 2009 - Big Ideas
CXOadvisory.com has no original tests focused on autocorrelation of financial market returns.
November 2, 2009 - Fundamental Valuation, Technical Trading
…investors may be able to outperform the broad market by screening stocks on the 12 most reliable fundamental and technical factors.
October 28, 2009 - Volatility Effects
…evidence from simple tests on weekly data over a limited sample period indicate that the TFS Market Neutral (TFSMX) mutual fund has (1) dampened but not neutralized broad market volatility and (2) generated some alpha.
October 23, 2009 - Animal Spirits
There are academic papers related to your comments. Two of the most heavily downloaded are…
October 22, 2009 - Big Ideas
…investors may want to ponder whether the fat tails of financial asset return distributions (and those for the outputs of many other complex systems) present risks that “normal” statistical methods cannot mitigate.
October 20, 2009 - Technical Trading
See the notes on Chapter 6 in “Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (Chapter-by-Chapter Review)” for some qualitative aspects of data snooping bias. The book itself presents the mathematics of correcting for data snooping bias.