Weekly Post Recap for September 21st
Here are the articles we've posted for the past week on TurnkeyAnalyst.com for the week ended Saturday, September 21th 2013. Article description and associated link: Models [...]
Weekly Economic Calendar 9/23-9/27
Upcoming Economic Events: Click to Englarge
QE Forever: Short Treasuries? But what about Japan?
QE forever certainly makes me think that I should put my entire net worth (all $5 dollars in my piggy bank) into gold bars. Q: [...]
Recommending the Trend: a Behavioral Basis for Momentum Strategies
As many investors know, Eugene Fama developed the efficient-market hypothesis (EMH) at the University of Chicago in the 60s, and it subsequently flourished across academia. [...]
Cloud-Based Discounted-Cash-Flow Analysis Tool
Technology is the one thing in our world that never ceases to amaze me. You want to play an extremely humbling game? Make predictions about [...]
Muni Bond Mayhem? Discounts on Closed-end-funds? Oh Yeah!
Some buzz on discounted muni-bond closed-end-funds. Here is an article from the WSJ: http://online.wsj.com/article/SB10001424127887324823804579014741979844488.html Below is a list we generated... A list of discounts on [...]
Models vs. Experts #13: Let the Computer Decide who is Suicidal?
A probabilistic system for identifying suicide attempters Gustafson, D. H., Greist, J. H., etal Computers and Biomedical Research, I0, 1-7 An online version of the [...]
Weekly Post Recap for September 14th
Here are the articles we've posted for the past week on TurnkeyAnalyst.com for the week ended Saturday, September 14th 2013. Article description and associated link: Super Bowl Market [...]
Weekly Economic Calendar 9/16-9/20
Upcoming Economic Events: Click to Enlarge
Models vs. Experts #12: Modeled Human Judgement beats Human Judgement. Huh?
Man versus Model of man: A rational, plus some evidence, for a method of improving on clinical inferences Goldberg, L. R. Psychological Bulletin, 73, 422-432 [...]
Democratize Quant Conference Concept
Democratize Quant Conference Survey We are exploring a "Democratize Quant" conference concept. The mission of the event would be to educate investors on the benefits [...]
Follow the Leader in the Stock Market–it works!
Cross-Firm Information Flows and the Predictability of Stock Returns Anna Scherbina and Bernd Schlusche A version of the paper can be found here. Want a summary [...]
Super Bowl Market Predictions are Bogus. Duh.
A Re-Examination of the Super Bowl Stock Market Predictor Jeffery A. Born and Yousra Acherqui A version of the paper can be found here. Want a [...]
Weekly Post Recap for September 7th 2013
Here are the articles we've posted for the past week on TurnkeyAnalyst.com for the week ended Saturday, September 7th 2013. Article description and associated link: Upcoming [...]
Weekly Economic Calendar 9/9 to 9/13
Upcoming Economic Events: Click to Enlarge
Why Interest Rates Matter for Hedge Fund Returns.
Was hanging with the smartest investor I know earlier this week. As part of any great investment discussion, interest rates quickly bubbled to the forefront [...]
3rd Edition of Quantitative Value for $29.99–100 copies only
I've never really seen "eye to eye" with our publisher on the cost of our Quantitative Value book. I want to get the work out [...]
Do Activist Investors Add Long-Term Value?
Yes. ROA increase relative to the industry; Q increases relative to the industry. (Note: Activists take on garbage firms and make them less repulsive). In [...]
Models vs. Experts # 11: Simple models beating the experts
The search for configural relationships in personality assessment: The diagnosis of psychosis vs. neurosis from the MMPI Goldberg, L. R. Multivariate Behavioral Research, 4, 523-536 [...]
Does Investing in Bankruptcies Bankrupt Investors?
The Orphan Equity Market: Recent Evidence Omid Sabbaghi and J. Matthew Lupton A version of the paper can be found here. Want a summary of academic [...]