Trading News Today


 

ETF links: smart beta bond funds [0.00]

Posted on July 17, 2017, 2:15 p.m. by Abnormal Returns @ [source]

 

For all of its remarkable growth, ridesharing is still far from ubiquitous.

That’s not meant to belittle ridesharing’s impressive growth to date.

car design driver including industry passenger rideshare ridesharing vehicle VMT

 

In my presentation on risk, I explain how we fear all the wrong things and ignore things we should pay closer attention to. The parallels between health and investing are manifest.

attention closer explain Fear ignore parallels pay presentation things wrong

 

Hot Links: Total Wipeout [0.27]

Posted on July 17, 2017, 12:06 p.m. by The Reformed Broker @ [source]

Sorry, we weren't able to sign you up. Please check your details, and try again.

 

Nevertheless, advisors say that in some cases a variable annuity ends up being the best option for a portion of an investors' retirement money. But even if you are one of those investors, advisors caution against putting more than a third or so of your retirement money in a variable annuity.

annuities annuity funds income money retirement surrender tax typically variable

 

All the major asset classes were higher last week, led by stocks in emerging markets.

In contrast with the uniformly positive weekly chart for markets, trailing one-year data for the major asset classes reveals a mixed profile.

asset classes emerging markets major market performer Vanguard VWO weekly year

 

The Wizards are down for the month of June and down for the year at the halfway point, fairly uniformly, with only a couple show positive YTD performance.

The figures referenced in the performance table are not provided by Altis Partners and no reliance should be taken as to their accuracy, and as a consequence the figures may not be in accordance with any CFTC / NFA performance reporting requirements.

AHL commodity diversified figures global Man performance portfolio tracked trend

 

Billions and Billions and Billions . . . [0.00]

Posted on July 17, 2017, 10:30 a.m. by The Big Picture @ [source]

 

Every system developer has a list of rules and indicators that they want to test out. The problem every developer faces is narrowing down that list of rules and indicators to the select few that are best worth focusing on.

developer indicator input optimizer perceptron quickly relevant rules system trading

 

The New World Leader in Innovation [0.19]

Posted on July 17, 2017, 9 a.m. by The Big Picture @ [source]

Patents are property rights to a knowledge asset, and patent counts are used as a measure (albeit an imperfect one) of the output of innovative activity. In the latest plan, the government has as objective to increase the number of patents filed per 10,000 people from 6.3 in 2015 to 12.

applications china development innovative National patent plan residents rights year

 

One metric of market stress is the VX Ratio, defined as the ratio of the CBOE VVIX Index to the VIX Index. When markets are very quiet and the VIX Index is low the ratio moves to higher levels.

continued expect higher levels market ratio upward vix index volatility VX Ratio

 

Singapore is becoming the hub for mobile app development because it is considerably cheaper than most other places. On top of that, the developers in Singapore have large amounts of experience in building mobile apps.

Burpple details fashion find listing mobile products Restaurant singapore users

 

Chickenshit Club: Jesse Eisinger on Charlie Rose [-0.13]

Posted on July 16, 2017, 11:30 p.m. by The Big Picture @ [source]

 

The Ups & Downs of Leveraged ETFs [0.03]

Posted on July 16, 2017, 11:16 p.m. by A Wealth of Common Sense @ [source]

A friend recently asked for some advice about his investment portfolio.

As my friend and colleague Michael Batnick likes to say, “bad things happen in bad markets.” This means that volatility is typically heightened during a sell-off when investors panic, as they are prone to do.

bear drawdown index leverage leveraged ETF market strategy type UPRO volatility

 

This is the third part in a series describing how to approach the creation of a new trading strategy, including everything from idea generation, universe selection, data generation, proper in/out of sample testing, necessary considerations before live trading and the eventual big decision: do I want to trade that?

For this series it has been decided that the focus will lie on the construction of a strategy based on volatility ETPs.

data ETPs future inception index post products term vxx xiv

 

Learn More...

 

Here’s a fun fact – over the last ten years, the S&P 500 has gained 95% while the Emerging Markets index has gained just 11%, a horrendously bad decade for any asset class.

Market moves can only ever be explained after the fact, and usually not very well.

EEM emerging gained global higher index market MSCI reversal year

 

QOTD: Vanguard’s Next Challenge [0.12]

Posted on July 16, 2017, 3:38 p.m. by The Reformed Broker @ [source]

One of the early lessons in my career is that the financial markets will humble you. We've enjoyed a long stretch of positive returns since the global financial crisis, so we have to be ready to navigate some rough waters ahead.

asset classes clients costs disciplined early environment financial markets returns

 

Sunday links: constantly changing edges [0.00]

Posted on July 16, 2017, 1:03 p.m. by Abnormal Returns @ [source]