Archive for May, 2009

• Wednesday links: Dr. Yield Curve
  abnormalreturns, May 13th, 2009 at 1:34 pm, Comments: 0

  Ignore Dr. Yield Curve at your own risk.  (Crossing Wall Street, Bloomberg.com) Three more actively managed ETFs are on the drawing board.  (IndexUniverse.com, Random Roger) [...]

• Tuesday links: momentum signals
  abnormalreturns, May 12th, 2009 at 1:37 pm, Comments: 0

  “The stock market still has big hurdles to clear. You can have a jobless recovery, but you can’t have a profitless recovery.” (WSJ.com also Big [...]

• Monday links: naive extrapolation
  abnormalreturns, May 11th, 2009 at 1:00 pm, Comments: 0

  On the dubious value of “naively extrapolating historical patterns and applying them to our current situation.”  (1-2 Knockout) It shouldn’t really matter to traders whether [...]

• Sunday links: offense to defense
  abnormalreturns, May 10th, 2009 at 4:54 pm, Comments: 0

  “So even if March 9th was the bottom of a Great Bear Market that took stocks down 60%+ in 9 years from the 2000 peak [...]

• Sunday links: offense to defense
  abnormalreturns, May 10th, 2009 at 4:54 pm, Comments: 0

  “So even if March 9th was the bottom of a Great Bear Market that took stocks down 60%+ in 9 years from the 2000 peak [...]

• Friday links: not-so boring banks
  abnormalreturns, May 8th, 2009 at 12:57 pm, Comments: 0

  Financial stocks have re-emerged as market leaders taking over for technology.  (VIX and More) While, more calls emerge to avoid the bank stocks.  (ROI, TheStreet.com) [...]

• Thursday links: policy uncertainty
  abnormalreturns, May 7th, 2009 at 11:41 am, Comments: 0

  S&P 500 dividend yields don’t look all that attractive any more.  (Bespoke) Investor sentiment is neutral.  (Big Picture) The economy and the stock market don’t [...]

• Wednesday links: a selling discipline
  abnormalreturns, May 6th, 2009 at 1:07 pm, Comments: 0

  On the importance of having a selling discipline.  (Kirk Report) A closer look at Nasdaq winning streaks.  (Aleph Blog) What lessons can we learn from [...]

• Tuesday links: market dispersion
  abnormalreturns, May 5th, 2009 at 2:32 pm, Comments: 0

  Is this stock market rally more like 1974 or 1982 (or 2000)?  (Big Picture also greenfaucet.com, Bespoke) The quick rise in sentiment is usually indicative [...]

• Monday links: micro-positions
  abnormalreturns, May 4th, 2009 at 12:49 pm, Comments: 0

  “You could make a strong case that short term traders by and large took way less risk in the market melt than buy-and-hold types.”  (Daily [...]