Trading News Today


 

Response To Arnott’s Fundamental Indexing [0.10]

Posted on May 10, 2017, 1:15 p.m. by HOME @ [source]

This article is part of a regular series of thought leadership pieces from some of the more influential ETF strategists in the money management industry. The impetus for developing RAFI came in response to the late 1990s internet bubble market and its subsequent collapse, which led Arnott to explore other index weighting methodologies that didn’t leave the investor exposed to high-valuation, high-momentum stocks.

Arnott capitalization high index intrinsic judge market model RAFI response

 

Having now developed a unique style of his own, which he describes as a scalping method—focusing on NASDAQ listed stocks, Max has become very consistent and profitable.

To mention a few of the things we discussed; how traders can benefit from being independent thinkers, the nature of scalping strategies, optimizing your workflow, mindset and improving your psychological game, and plenty more.

 

William Sweet, CFP®, is an Investment Advisor at Ritholtz Wealth Management. It’s not which hedge funds Mr. Seides chose, nor is it Mr. Buffett’s choice of the S&P 500 instead of a total US stock market index, an all-world index, or his own conglomerate Berkshire Hathaway.

berkshire Bill buffett chose fund hedge index Mr returns Seides

 

Great news, we've signed you up. Sorry, we weren't able to sign you up.

check details

 

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.

bias developing dow engineered feature generate machine learning results strategy trading

 

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.