Recently Discovered Research You Might Have Missed:
- Back test a set of trading rules from 1870 to 2010 (Zakamulin)
- A comparison of investor sentiment indicators (The Behavioral Quant)
- The Nonlinear Price Dynamics of U.S. Equity ETFs (Caginalp, DeSantis and Sayrak)
About the Author: Wesley Gray, PhD
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Important Disclosures
For informational and educational purposes only and should not be construed as specific investment, accounting, legal, or tax advice. Certain information is deemed to be reliable, but its accuracy and completeness cannot be guaranteed. Third party information may become outdated or otherwise superseded without notice. Neither the Securities and Exchange Commission (SEC) nor any other federal or state agency has approved, determined the accuracy, or confirmed the adequacy of this article.
The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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