It may come as a surprise coming from someone who does what I do, but I am (intellectually) in love with John Bogle. Unfamiliar with Bogle? Bogle is the founder of the Vanguard Group and the...

You’ve heard me talk a lot on this blog about building adaptive trading strategies that are capable of “learning” from the markets. Our recently launched YK Strategy takes this approach and so far has done an excellent job adjusting...

The Other and I are off to Korea for skiing and kimchi for a couple of weeks. The blog will be sleeping. Business/trading will of course go on as usual. Looking to get your fix of market geekery? Check out our recent YTD review of 10 simple trading...

*** CLICK TO ZOOM *** This is our monthly health check of short-term mean-reversion in the US market. Why a health check? Because short-term mean-reversion (by “short-term”, think for example RSI(2)) is so important to what we index...

In an effort to be a more vertical blogger, this is a quick critique of Mark Hulbert’s Pay to Play: Fund Managers’ Incentives Affect Stocks They Buy. In it, Hulbert suggests that large cap stocks outperform small caps towards the end of the year...

This is a roundup of our recent posts looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. Long-term Indicators The Golden Crossover Generals Lead the Troops OEX Put/Call...

This is the LAST POST in a series looking at how some of the simple indicators we’ve talked about in the past fared through this very interesting trading year. In this post we look at using the Falling 10-year Yields strategy to trade the S&P 500....