Posted by CSS Analytics on January 13th, 2010
It seems as if a pattern is emerging that helps to synthesize a lot seemingly unrelated “anomalies” into one finely woven theory. I introduced ”The Optimism Hypothesis” in the previous article: http://cssanalytics.wordpress.com/2010/01/10/sector-seasonality-and-the-optimism-hypothesis-part-1/ as an explanation for why certain sectors and seasons may perform better than others. Here is one excellent academic article brought to my attention by Abnormal Returns http://www.abnormalreturns.com/2010/01/tuesday-links-short-suffering/ ”Research [...]
Posted by Dave Evans on January 9th, 2010
I've fast forwarded to point 4 in my last post (slap wrists), but I wanted to jot down these thoughts and notes before my sieve like head loses them. So here goes – My research isn't fully formed to create a full hypothesis yet, but here's my thoughts: There's little point in researching a system [...]
Posted by Dave Evans on December 18th, 2009
Mebane Faber has some good stuff on his blog and I like the logic behind his simple asset allocation & market timing model as explained here: Download SSRN-id962461 I also find the concept of Payout yield vs dividend yield as explained here: http://www.mebanefaber.com/2007/02/21/a-better-dog/ and here: http://www.faculty.idc.ac.il/kobi/repurchase.pdf
