The Price of Freedom is Eternal Vigilance (and some relatively expensive military hardware). This articles presents the performance of militarily-angled defensive trades relative to their benchmarks for 2011.
Tag Archive 'Equity Markets'
A quick post reviewing Facebook’s possible market capitalisation. Not new news but a recent online video, included in the post, might peek your interest over the numbers at hand.
This is just a quick review of the 4!-Algo results and current avenues of research. It is easy to find myths when we want one and momentum is no different…
An update regarding the 24 algo momentum study derived from the now newly baptised 4!-Moments Algorithm.
Writing back loan loss provisions is an ordinary occurrence that is inline with standard accounting practices. However, estimates over these remain a matter of uncertainty and risk management, the analysis of this from an external perspective is therefore often critical in reviewing the ongoing future financial value of a company from a fundamental point of view.
This is the final update before the release on the momentum article set. Included in this are some chronological returns data from the related benchmarks, risk-free cash value lines and the actual algorithmic trading strategy. More details included complete model and underlying data limitations will be given with the final article release.