Smart beta is a very broad category, comprising some 800 different ETFs that set out to offer investors alternatives to the market-cap view of the world.
We take a look at some of the most popular smart-beta ETFs this year.
It doesn't look like the search for yield is going away anytime soon.
At least for now, investors looking for higher yields can't just plop their money into the iShares Core U.S.
Equities in emerging markets rebounded last week, posting the strongest gain among the major asset classes, based on a set of exchange-traded products.
One source of support for emerging-markets equities: last week’s decision by MSCI to add Chinese mainland companies to the firm’s Emerging Markets Index.
Two problems that often result from system optimization are, (1) a reduction in the number of trades, a system that generates too few trades can both be more difficult to trade and a low number of trades does not inspire confidence; and (2) there is a selectivity or specialization risk that, by sheer bad luck, the specific chosen parameter values will under perform in the future even while the basic system continues to work across most other parameters. It is thought that hedge funds often run classes of similar systems to avoid the risk of simply choosing a set of unlucky parameters but individual futures traders may not have the capital to deploy a class of similar systems for essentially a single trading concept.
So we want to strip back parts of Dodd-Frank that prevent banks from lending. Consequently, despite Dodd-Frank’s well-known compliance costs and distortions, there is little evidence that, since it was enacted in July 2010, it has held back overall bank lending.
Density estimation using regression? This post is about density estimation, and how to get an estimate of the density using (Poisson) regression.
A unit of insurance giant Nationwide has filed for a family of ETFs that target risk and diversification. Nationwide Fund Advisors will be advisor to five ETFs, while Vident Investment Advisory will subadvise the products.
Evernote was one of the most popular note-taking apps in the world. Does Evernote have what it takes to continue being one of the best iOS apps?
Today we talk to John Ehlers who is going to share with us a brand new indicator that he’s developed that overcomes alot of these issues.
Want a copy of Johns new indicator?
This is an abridged and animated version of that speech.
This post will be the first in a series on going through the process of creating a trading strategy. Maybe someone also wants to share their process.
Fargo is in the conversation for the best show on TV right now.
Going back to my Fargo bridge stats, while there may be fewer individual listed companies, there have never been so many combinations of stocks to choose from.
We are in California in lovely Dana Point for the big 3 day Evidenced Based Investment conference.
We brought a big crew of RWM folks, and those of you who are here will get a chance to meet and chat with all of them during the course of the next 3 days.
Weekly premium reports include a market recap with commentary, performance of selected large cap stocks and ETFs, technical analysis with unique indicators and directional probabilities based on machine learning.
Most indicators that attempt to time a stock market top suffer from the curse of small samples, especially after the 1990s, when a significant change in market dynamics occurred. In this sense, longer-term backtests that attempt to document some momentum effects can be misleading.
How Greed and Easy Money Corrupted Wall Street and Shook the World Economy Learn More...
Patriotism is supporting your country all the time, and your government when it deserves it.
This week, we speak with professor Anindya Ghose is the Heinz Riehl Chair Professor of Business at New York University’s Stern School of Business and the Director of the Masters of Business Analytics program at NYU; he is the author of Tap: Unlocking the Mobile Economy.
Next week, we speak with Chris Anderson, former award winning editor-in-chief of Wired, founder of 3D Robotics, author of the Long Tail.