Recent content by hans37

Can someone please explain why the settlement prices of 4/6 ES are so far off last price? and the implications for once globex starts up again sunday. thanks.

My understanding is this . 1)scaling out is a sub maximal strategy. however not knowing the maximum before it occurs leaves that unobtainable as a rule anyway. 2) scaling out should enable a more stable equity curve which can be important(not just psychologically) as it can affect the...

Exactly! He simultaneously implies rigid belief in the validity of "efficient market theory" for everyone else but expects to be exempt upon becoming a PhD. Is that crazy or what? Maybe his real intent is to become a manager with his business education

umm sorry to burst your bubble but the corrected statement heading of this thread should read. You can't generate positive alpha (over the long term)without assuming more risk or (intentionally)choosing the wrong benchmark. WB clearly has done so and is the rare exception, your Ph.D. will...

I got a 1 carat GENUINE cubic zirconia, best offer over $2000US gets it.

There is a valid point with the weakness of market capitalization indexes having overvalued securities. However the weakness of the new index strategies appears to be high turnover ratio increasing costs and potentially less tax efficient.

IMHO ,I think you are trying to predict the next asteroid strike without the benefit of a telescope.

Buy a leveraged value index fund and be done with it. or dollar cost avg into value index fund when market up, when it's going down buy the leveraged fund.

how's that working out for you with the es at @1350?

1 loses his and his company money, the other loses his customers money and is rewarded for it.

I think backtesting is flawed by pretending buying here or selling there in the past would not have affected the market 1 iota in an ongoing manner.

Silly me! Guess you had to plan on blowing out 2 consecutive years then break out THE CAVIAR it's party time again. If one can posit a reason why the past 2 yrs was shitty, I would agree. However without a reason how would one know the ratio 15/2 would remain . What if the 15 fat years...

LOL, yeah sure. Your claims are like dumping a ton of horsedung on 1/2 acre of farmland and calling it fertilizer. It's just HORSESHIT no matter how you spin it.

Oh man that is FUBAR! So it finally tests back in positive territory after essentially blowing out 3times in a row during the previous 2 years. Who the hell could stomach that and be ready to risk more (that is IF you had it)?