Stock_Market


 

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.

barron embrace financial generation investing millennial reason stock stock market twenties

 

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.

Calmar ratio invest investment lose maximum money performance reward stock stock market

 

How Markets Respond to Tax Reform [0.13]

Posted on June 29, 2017, midnight by A Wealth of Common Sense @ [source]

Investors love a good story which is why rules of thumb and simple cause and effect relationships tend to get a lot of traction whether they’re backed by actual evidence or not.

Here is the question for investors: Does the stock market care about tax rates?

corporate individuals investors market rate reform stock market tax tax rate taxes

 

A lot has been written in finance circles in recent years about the shrinking number of publicly-traded U.S. corporations. If we’re talking about the global stock market returns over the past 100-plus years then the U.S. gets exclusive rights to this story.

companies global investment investors market past stock stock market worldwide years

 

Warning: The US Stock Market is an Anomaly [0.16]

Posted on March 21, 2017, 3:25 p.m. by Alpha Architect @ [source]

U.S. stocks have delivered incredible stock market returns for a long time: the average compounded total return on the U.S. stock market has been nearly 10 percent per year from 1927 through 2016 (Using data from Ken French’s website on the market-capitalization weighted CRSP index).

countries equity fine investors market performance stock stock market suggest UK

 

Interest rates have increased moderately since Donald Trump’s election victory two weeks ago and analysts say that yields may trend higher in the months ahead. The benchmark 10-year Treasury yield reached 2.33% yesterday (Nov. 21), up from 1.88% on Election Day, Nov. 8, based on daily numbers from Treasury.gov.

economy higher rate spending stock market Treasury VAR modeling variable year yield

 

The Folly of Stock Market Forecasting [0.05]

Posted on July 12, 2016, 4 p.m. by Alpha Architect @ [source]

The idea that one can predict stock market movements is somewhat insane.

According to the confidence bounds that they provided, the CFOs are severely miscalibrated: the realized one-year S&P 500 returns fall within their 80% confidence intervals only 36.3% of the time.

affiliates dividend dividend yield estimate fall forecast gordon equation john market model realized returns shiller stock stock market ten years

 

Exploring social media analytics [0.12]

Posted on Feb. 9, 2015, 11:59 a.m. by The Behavioural Quant @ [source]

I’ve previously touched on the use of social media analytics as one useful measure of investor sentiment.

There are many providers of Twitter-based sentiment analytics out there, including the likes of Social Market Analytics, StockPulse, MarketProphit, iSentium, Dataminr, RavenPack and MarketPsych, and we should not forget the various offerings available on the institutional Bloomberg and Thomson Reuters platforms.

api data etns past psychsignal psychsignal data quandl quandl/psychsignal recent 250 relative volume sentiment social media stock stock market volume