Apple: Smart Beta ETFs’ Favorite Pick [0.15]

Posted on Aug. 15, 2017, 3:15 p.m. by HOME @ [source]

Apple is a value stock.

When it comes to smart-beta ETFs looking to dice the market in factor slices, Apple is everywhere.

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A couple years ago I read an article about a new online brokerage firm that was geared towards young people called Robinhood. How many people do you know who get a gym membership in January, go for a couple weeks and then never go again for the rest of the year (while still dutifully paying their membership dues as if they’ll return some day)?

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Battle of the Oscillators…Round 1 [0.09]

Posted on Aug. 14, 2017, 10 a.m. by System Trader Success @ [source]

In a recent article, Predictive Indicators written by John Ehlers he highlighted a unique indicator used to time market cycles. In this article, I want to put John’s Oscillator to the test by comparing it to another popular indicator used for timing to stock index markets.

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Only a Market of Stocks [0.06]

Posted on Aug. 13, 2017, 9:27 p.m. by The Irrelevant Investor @ [source]

It’s hard to believe that the S&P 500 has been within 5% of its all-time high for the last 284 trading days, going all the way back to June, 2016. The S&P 500 index only fell 15% peak-to-trough, and plenty of individual stocks got hit a lot harder.

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The institutional grade mean-reversion strategy trades the S&P 100 stocks in short-term long-only mode.

This strategy is available for sale to hedge funds and institutional traders.

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What if You Actually Wanted to Go Active? [0.04]

Posted on Aug. 11, 2017, 6 p.m. by The Big Picture @ [source]

The rise of passive investing, which its advocates prefer to call low-cost investing , is the most dominant trend in the markets during the past decade.

Today, we shall apply Charlie Munger’s aphorism of “invert, always invert” to the active-versus-passive management debate.

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Yacht Rock [0.11]

Posted on Aug. 11, 2017, 12:31 p.m. by The Reformed Broker @ [source]

What a breath of fresh air.

Stocks decided to pay attention to the back and forth nuclear rhetoric between North Korea and Donald Trump this week.

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There were newspapers and articles on the web and magazines. And the vast majority of what you’d read from day to day was stock picks, economic forecasts, “8 Mutual Funds To Stuff Your Stockings With This Christmas”, market timing calls and then more stock picks.

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Dividend Champion Portfolio August Update [0.05]

Posted on Aug. 10, 2017, 3:01 a.m. by SCOTT'S INVESTMENTS @ [source]

The High Yield Dividend Champion Portfolio is a publicly tracked stock portfolio on Scott’s Investments. Its goal is to capture quality high yield stocks with a history of raising dividends.

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It’s much easier to come up with the reasons for a bear market after the fact so I like the idea of thinking these things through beforehand, even if it’s impossible to predict the future. Predicting a recession is no easier than predicting the peak in equities, but the majority of the worst stock market sell-offs throughout history have occurred around economic contractions.

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10 Questions [0.08]

Posted on Aug. 8, 2017, 8:07 p.m. by A Wealth of Common Sense @ [source]

Are investors right to worry about bonds more than stocks? The Wealth of Common Sense anecdotal sentiment reading shows that most investors are more concerned with bonds these days than stocks.

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Research Affiliates: A Smart Beta For Sustainable Growth [0.01]

Posted on Aug. 8, 2017, 12:30 p.m. by HOME @ [source]

Traditional growth indices, designed as the inverse of value, have delivered negative excess returns and failed to provide faster growth in earnings per share (EPS). Traditional growth indices, constructed as the inverse of value, lack a robust theoretical foundation and have provided a long history of negative excess returns.

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Bubble Risk When The Bubble Doesn’t Burst [-0.03]

Posted on Aug. 8, 2017, 12:13 p.m. by The Capital Spectator @ [source]

In February I considered if bubble risk for US stocks was elevated.

The lesson: bubbles don’t always burst, at least not on a schedule that offers easy profits for market timers.

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CBOE's Rhoads On How Low VIX Can Go [0.15]

Posted on Aug. 4, 2017, 7:15 p.m. by HOME @ [source]

Russell Rhoads, CFA, is director of education for the CBOE Options Institute, which is part of CBOE Holdings, the parent company of

Russell Rhoads: We're as low as we’ve been for the whole history we’ve had VIX, but the other rarity is how low the actual market volatility has been.

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Twenty-five years after he retired, at eighty-one years old and just six months before he passed, Ben Graham sat down for an hour with Hartman L. Butler. To me, that is not a very encouraging conclusion because if I have noticed anything over these 60 years on Wall Street, it is that people do not succeed in forecasting what’s going to happen to the stock market.

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ETF Filing: New Firm Plans ‘Shielded Alpha’ Funds [0.06]

Posted on Aug. 2, 2017, 7:15 p.m. by HOME @ [source]

A new firm believes it has the solution to the nontransparent actively managed ETF conundrum.

Today marks the departure of 50 iShares ETFs from the NYSE Arca exchange and their relocation to new homes on the Bats and Nasdaq exchanges.

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A Millennial’s Rebuttal [0.09]

Posted on Aug. 2, 2017, 5:43 p.m. by The Irrelevant Investor @ [source]

Our intern Tommy Tranfo wrote a great piece about his generation and investing that I thought was worth sharing. If there is one thing that I’ve learned while interning for Ritholtz Wealth Management, it’s that my particular edge in the stock market is my youth.

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On Picking a Bottom in VXX [0.03]

Posted on Aug. 2, 2017, 1:37 p.m. by Jay On The Markets @ [source]

The VIX Index is an index calculated by the Chicao Board Options Exchange (CBOE) and designed to measure volatility in the stock market and is presently near its all-time low.

Ticker VXX is an Exchange-Trade Fund that is designed to track the VIX Index.

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Let’s Talk Drawdowns (And Affiliates) [0.08]

Posted on Aug. 1, 2017, 7:40 p.m. by QuantStrat TradeR @ [source]

This post will be directed towards those newer in investing, with an explanation of drawdowns–in my opinion, a simple and highly important risk statistic. Plenty of people around the world invest in it, and for a risk to reward payoff that is very bad, in my opinion.

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How to Get an Allocation [0.10]

Posted on July 31, 2017, 5:33 p.m. by Quantopian Blog @ [source]

When we started making allocations in April, we also announced our goal of making allocations up to $50 million to a single algorithm by the end of the year. When you do, we store a snapshot of your code and evaluate the performance of those snapshots in 6 months, making you eligible for an allocation.

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