Investing Research Articles

…the stocks of companies unadmired by the ostensibly well-informed may well outperform the stocks of the companies admired.

…evidence from simple tests on available data supports a belief that Timothy Sykes can identify pump-and-dump patterns in real time with economically meaningful consistency, but scalability is multiply constrained such that his subscribers may not be able to mimic his trades reliably. Niche constraints may preclude exploitation by large traders, a large group of small traders and funds.

…investors may find Put Option Strategies for Smarter Trading useful as a source of information on how put option strategies work, but they should be skeptical that any examples it presents on strategy profitability are reliably achievable in actual trading.

Inserting daily CurrencyShares Euro Trust (FXE) history for 12/12/05-1/13/10 into the model generates no breakout signals over the four-year sample period.

There is some research relevant to your question based on mutual/hedge fund and fund manager data. See…

…evidence indicates that buy-write strategies generally underperform their underlying stocks in Australia.

…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.

…evidence indicates that hedge funds employing quantitative analysis strategies tend to outperform those that use qualitative strategies, perhaps based on superior market timing.

…evidence based on straightforward assumptions and tests does not support a belief that breakout indications after Bollinger Band-within-Keltner Channel conditions are reliable.

…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.