Anomalies for Building Very Short-term Trades?
December 10, 2009 - Calendar Effects, Equity Options
The most relevant research at CXOadvisory.com is…
December 10, 2009 - Calendar Effects, Equity Options
The most relevant research at CXOadvisory.com is…
December 9, 2009 - Equity Options
The most relevant research at CXOadvisory.com is…
December 9, 2009 - Individual Gurus, Individual Investing
In his 2009 book Common Sense on Mutual Funds: Fully Updated 10th Anniversary Edition, author John Bogle has “not altered a single word of the original edition, but [has] chosen instead to update its voluminous data, and to comment on significant developments that have occurred since then…”, [trying his] “best to be candid in describing… Keep Reading
December 8, 2009 - Individual Gurus
The description of the methodology used by Markus Rose is generally vague and the astrological rationale implausible.
December 8, 2009 - Fundamental Valuation, Volatility Effects
…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.
December 7, 2009 - Bonds, Commodity Futures, Economic Indicators
…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.
December 6, 2009 - Individual Gurus
There is no public data on his web site regarding the performance of his investing/trading recommendations.
December 5, 2009 - Equity Options, Volatility Effects
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.
December 4, 2009 - Technical Trading
The stream of formal research in the public domain on high-frequency trading is relatively thin.
December 3, 2009 - Individual Gurus - Guru Accuracy: 36%
…the sample does not support a belief that his financial markets forecasting ability is remarkable.