Mutual fund managers are not in the business of maximizing sustainable compounded returns. Mutual fund managers are in the business of...
How have you determined them to be over-valued?
Please give an example of one of the missing fixed income securities.
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My father had a heart attack two months ago. He was in the hospital for 8 days. Bill: $217,000. Lots of people have heart attacks. Not...
I never met an illegal that said he/she would leave if they had to pay taxes on income.
I prefer to think of it as the TF 'edge' doesn't work as well on stocks that have already appreciated by 1,000% and have 30 analysts following...
How would you exploit the opportunity without a trend following system?
Let's assume for a moment that you are right, that's all it is, the ability to avoid over-priced stocks that have high odds of blowing up in the...
We equal weighted the 3,000 most liquid stocks and rebalanced once per year. The result was lower returns, higher volatility, and greater...
The novice trader curve is simple and consistent...hasn't changed in centuries.
Modeling novice traders can be done with a fairly simple algorithm. Make subtle changes to the algorithm 100 times and presto...there is your...
I don't see the problem. When you short individual stocks you are subject to the supply (inventory) of those shares held in margin accounts at...
It's definitely a study of survivorship, but not a biased one. "Survivorship bias" is a specific error where one is evaluating a data-set...
Well, sort of. The actual definition of "trending" in the context of this paper has to do with hitting new all time highs. The point is that all...
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