Most mechanical or system traders are familiar with the concept of R or risk per trade as a percent of equity – I believe that Van Tharp did a great deal to popularize the usage of R. When dealing with many such systems, R can pretty easily be varied by increasing leverage. The […]
I mentioned in last Sunday’s Timing Model Update at The Rempel Report that,
Based on the percentage of S&P 500 stocks trading above their 200 day moving averages, I suspect that the index overall has more room to run in the intermediate to long term.
However, even though the recent action above the index’s 100 EMA […]
I enjoyed this article by Steven Greenhut, The Militarization of American Police. He details something that’s obvious to anyone who is over 35 and has been paying attention: the culture of law enforcement in the U.S. has shifted further towards an “us against everyone else,” hyper-armed and hyper-aggressive militaristic “occupation mode” than it has […]
Bears will be mentioning S&P 500 earnings ex-big oil. Bulls will be mentioning S&P 500 earnings ex-financials. Both are full of shit, some particular ones more so than others.
Here’s the bucket of shit that they’re selling you. The Bears don’t go back and compare those historical earnings series, leaving out whatever was […]
A reader asked, “What’s your view of the quant world going forward? Especially in the institutional world and in Europe, Asia, etc? How about relative to “traditional” ways of investing, such as value or GARP?”
All I know is what I read and interpret from the outside of the industry, and what I guess […]
