Investing Research Articles

…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.

We evaluate here the market commentary of Donald Rowe since June 2002, previously available via Zacks.com. Donald Rowe, Chief Research Director of the Carnegie Management Group. Mr. Rowe’s commentary for Zacks was discontinued as of May 2008. The table below quotes forecast highlights from the cited source and shows the performance of the S&P 500 Index… Keep Reading

…evidence from simple tests on a limited dataset does not support a belief that Arch Crawford’s trading recommendations beat a buy-and-hold strategy.