Investing Research Articles

The description of the methodology used by Markus Rose is generally vague and the astrological rationale implausible.

…evidence suggest that investors should consider both the expected the state of the economy and the rareness of that state in in anticipating the relationship between asset class returns and asset class return volatilities.

…evidence indicates that inflation hedges effective over the short run, such as commodities, may not work over long horizons and that tactical asset allocation following inflation surprises could enhance long-term investment returns.

There is no public data on his web site regarding the performance of his investing/trading recommendations.

The essential explanation for the apparent pricing abnormality you cite is that VIX options are not priced based on the value of VIX but on the price of VIX futures.

The stream of formal research in the public domain on high-frequency trading is relatively thin.

…the sample does not support a belief that his financial markets forecasting ability is remarkable.

…investors looking for long-term stock holdings may want to focus on firms that consistently meet (not beat) consensus earnings forecasts. However, momentum traders may want to lean slightly toward earnings overachievers.

…relatively inexperienced investors should find Fire Your Stock Analyst! a useful guide for analyzing U.S. stocks. However, the book presents no benchmarks for investing performance and does not support diversification across asset classes.

…evidence from a limited sample period (in terms of number of bull and bear markets) indicates that optimized leverage beats both fixed leverage and no leverage. However, with unlucky initial conditions, even optimized leverage may underperform no leverage over a period of many years.