Taming the Japanese Bear: Nikkei Case Study
The last post explored the efficacy of two simple strategies — a moving average approach, and a momentum strategy —…
0Do Past Returns Predict Future Returns? Not Very Well – In the Short Term.
An article in this week’s Barron’s (subscription required) cites a study by Eaton Vance where they analyzed 10-year rolling returns…
Macro Indicator Summary
In Institutional, Market Commentary onI am impressed with markets’ resilience in the face of China’s 6.7% sell-off overnight. Aside from Hong-Kong, global equity markets…
Corporate Bond Opportunities
In Institutional, Market Commentary onBarrons interviewed Rob Arnott for this weekend’s edition. From Wikipedia: Robert D. Arnott (born 1954) is an American entrepreneur, investor,…
