Tags » SeekingAlpha

I'm Back, A New Harry Long Strategy, And Plans For Hypothesis-Driven Development

I’m back. Anyone that wants to know “what happened at Graham”, I felt there was very little scaffolding/on-boarding, and Graham’s expectations/requirements changed, though I have a reference from one of the quantitative directors. 1,215 more words

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July, August and Oil

The first trading day of August was nothing to crow about. Then again it’s only one day.

First, some numbers.

Taking it from the top, Apple, closed today, (8/3/15), at $118, below its 200-day moving average. 453 more words

CORR CorEnergy Infrastructure Trust (6.49)

CorEnergy is the first publicly listed REIT that focuses on energy infrastructure. The REIT invests in midstream and downstream energy assets that perform utility like functions. 443 more words

Value

Momentum, Markowitz, and Solving Rank-Deficient Covariance Matrices -- The Constrained Critical Line Algorithm

This post will feature the differences in the implementation of my constrained critical line algorithm with that of Dr. Clarence Kwan’s. The constrained critical line algorithm is a form of gradient descent that incorporates elements of momentum. 2,329 more words

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A Basic Logical Invest Global Market Rotation Strategy

This may be one of the simplest strategies I’ve ever presented on this blog, but nevertheless, it works, for some definition of “works”.

Here’s the strategy: take five global market ETFs (MDY, ILF, FEZ, EEM, and EPP), along with a treasury ETF (TLT), and every month, fully invest in the security that had the best momentum. 306 more words

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Market tidbits from pros in the know

With crystal balls in light supply, reading how the stock market will perform going forward is anybody’s guess. A look at the past, however, makes for an interesting read of another type. 555 more words

The Logical Invest Enhanced Bond Rotation Strategy (And the Importance of Dividends)

This post will display my implementation of the Logical Invest Enhanced Bond Rotation strategy. This is a strategy that indeed does work, but is dependent on reinvesting dividends, as bonds pay coupons, which means bond ETFs do likewise. 1,585 more words

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