Guru Age Versus Performance?
January 23, 2010 - Investing Expertise
There is some research relevant to your question based on mutual/hedge fund and fund manager data. See…
January 23, 2010 - Investing Expertise
There is some research relevant to your question based on mutual/hedge fund and fund manager data. See…
January 22, 2010 - Equity Options
…evidence indicates that buy-write strategies generally underperform their underlying stocks in Australia.
January 20, 2010 - Commodity Futures
…evidence from detailed, but somewhat aged data, indicates that a typical futures speculator makes money by taking a position opposite that of hedgers in aggregate.
January 15, 2010 - Mutual/Hedge Funds
…evidence indicates that hedge funds employing quantitative analysis strategies tend to outperform those that use qualitative strategies, perhaps based on superior market timing.
January 14, 2010 - Technical Trading, Volatility Effects
…evidence based on straightforward assumptions and tests does not support a belief that breakout indications after Bollinger Band-within-Keltner Channel conditions are reliable.
January 12, 2010 - Short Selling
…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.
January 11, 2010 - Commodity Futures, Sentiment Indicators
Is the aggregate sentiment of futures traders predictive for asset returns? In the June 2008 update of their paper entitled “How to Time the Commodity Market”, Devraj Basu, Roel Oomen and Alexander Stremme investigate whether information in the weekly Commodity Futures Trading Commission’s Commitments of Traders (COT) reports enable successful timing of U.S. equities and… Keep Reading
January 6, 2010 - Fundamental Valuation
…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.
January 4, 2010 - Big Ideas
…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.
January 1, 2010 - Individual Gurus - Guru Accuracy: 47%
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