Investing Research Articles

…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 market volatility state.

…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…

…evidence suggests that investors may be able to enhance exploitation of downside momentum by focusing on stocks with high idiosyncratic (non-beta) volatility.

Since 7/9/09, Christophe Faugère has been publishing (almost) daily “Market Estimates” of the value of the S&P 500 Index based on Required Yield Theory (RYT). RYT views investors as: (1) requiring that U.S. stocks and bonds in aggregate prospectively provide a real after-tax yield directly related to real long-term GDP per capita growth; and then,… Keep Reading

…evidence from small samples indicates that housing price adjusted for inflation, disposable income and GDP reverts to trend (and that adjusted U.S. housing price is currently low).

…experimental evidence indicates that people, whether expert in finance or not, can quickly learn to distinguish financial markets time series from randomized data with high reliability via simple inference.

…evidence seems insufficient to support a belief that Martin Armstrong is an exceptional market forecaster.

…evidence from detailed Chinese stock account data indicates that the trading of unsophisticated individuals tends to transfer their wealth to institutions and more sophisticated individuals (and to brokers and the government).