Lot’s of great reading this weekend folks!
Has Midas Lost His Touch? Buffett Questions Performance as S&P 500 Beats Berkshire.
Day of Month Seasonality for March
Trend Following Wizards – beginning of 2013
Predictive Power of Put-Call Ratios
You can read some of these articles, and more, over at The Whole Street: Quants.
Wood, thanks for the CXO link – if you follow more embedded links in the story there is a great paper by Aronson at http://www.hoodriverresearch.com/purifiedsentimentindicatorsforthestockmarket5.04.09.pdf on improving sentiment indicators. Most of the commonly mentioned indicators seem to have limited usefulness in predicting the market.
Thanks Bozo. I’ll check it out. Loving the MACD article and the CXO one as well.
Agreed about the MACD study – I expected it to show gradual losses and was really surprised to see it had some value.