Saturday, February 18, 2017 - 9:10am

The stock market will never perform exactly as it has in the past, because on any given day it is very unlikely that all economic variables that effect the market will align themselves exactly as they have in the past. In other words, if we look at any random day it is virtually impossible that at anytime in the future that the economis variables like U.S. inflation rate, GDP growth, unemployment, tax structure, interest rates, import/export balance etc. will ever again be identical to what it was on that date...



Sunday, January 22, 2017 - 11:49am

Russell style indexes exhibit significant momentum, particularly after medium term out- and underperformance. The existence of this momentum produces a diversified, index-based low-cost means to exploit momentum by incorporating relative style index performance into tactical allocation strategies. Such style index momentum trading strategies have outperformed on both a raw and riskadjusted return basis, with the long minus short portfolio generating an average...