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.

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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]

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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.

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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.

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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.

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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.

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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.

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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.

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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]