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Statistical Shrinkage [0.11]

Posted on May 10, 2017, 12:08 p.m. by Eran Raviv @ [source]

Shrinkage in statistics has increased in popularity over the decades. Now statistical shrinkage is commonplace, explicitly or implicitly.

commonplace estimate explicitly heavy implicitly MLE partly reason Shrinkage statistical

 

Given that this basic investing principle is widely known by all financial professionals, it's interesting to see that financial advisors often don't follow their own advice when it comes to their businesses. As advisors grow their client bases, reliance on one-time commissionable business can certainly compensate for time spent developing new business.

access additional advisor business clients model one relationship revenue time

 

The so-called fear gauge of the US equity market – the VIX Index — fell to a two-decade low this week.

Let’s dig a bit deeper into this debate by reviewing some of the recent analysis on the calm that’s swept over the stock market.

analysts calm Ditto market means returns times vix volatility words

 

Facebook’s 10-Year Plan [0.13]

Posted on May 10, 2017, 10:30 a.m. by The Big Picture @ [source]

I’ve always supported myself. I like the sense of knowing exactly where I stand financially, but there is a side of me that longs for a knight in shining armor.

armor financially knight knowing Longs shining side stand

 

Breaking into the Financial Industry [0.00]

Posted on May 10, 2017, 9:02 a.m. by Following the Trend @ [source]

 

Has there been a sea change in the way banks respond to capital requirements? Our initial dive into the still murky, post-crisis waters shows signs of something strange and unrecognizable, with UK banks, in response to higher capital requirements, increasing the level and in particular the quality of capital more after the crisis.

bank capital crisis higher post ratios requirements response risk UK

 

Feature Engineering With DLPAL [0.08]

Posted on May 10, 2017, 9 a.m. by Price Action Lab Blog @ [source]

DLPAL software offer capability of generating high quality features for use in algorithmic and machine learning trading strategies. In this article we include an example of how features engineered from ensembles of securities can be used to develop a long/short strategy for trading SPY ETF.

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ETF Watch: Active Global Dividend Fund Debuts [0.06]

Posted on May 10, 2017, 5:30 a.m. by HOME @ [source]

Today, Principal Global Investors is rolling out an actively managed global dividend ETF. The Principal Active Global Dividend Income ETF (GDVD) will occupy a singular space in the pantheon of U.S.-listed ETFs as there are no other funds in that particular niche.

active and dividend etf GDVD global growth managed principal stocks

 

Buying In Volatility ETF 'VXX' [0.15]

Posted on May 10, 2017, 4 a.m. by HOME @ [source]

The volatility ETF 'VXX' had inflows of $228 million on Tuesday, May 9.

Net Flows ($, mm) AUM ($, mm) % of AUM U.S. Equity -1,095.86 1,631,446.44 -0.07% International Equity 693.50 627,420.20 0.11% U.S.

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published.

 

ETF League Table As Of May 9, 2017 [0.04]

Posted on May 10, 2017, 4 a.m. by HOME @ [source]

Disclaimer: All data as of 6 a.m. Eastern time the date the article is published. Data is believed to be accurate; however, transient market data is often subject to subsequent revision and correction by the exchanges.

 

This is a test of the Tactical Permanent Portfolio from the brains at GestaltU and ReSolve Asset Management.

The original Permanent Portfolio, from Harry Browne and his book Fail-Safe Investing, attempts to do that using a “four seasons” approach to investing.

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The Oliver Paradigm [0.13]

Posted on May 10, 2017, 1:30 a.m. by The Big Picture @ [source]

That’s the mantra of the musician.

But that’s not how John Oliver does it.

assets audience Big brains business cause charity driven millennials unite

 

Trump Bump, or not really? [None]

Posted on May 10, 2017, 1:09 a.m. by Statistical Ideas @ [source]