Comments for Systematic Relative Strength

Comment on The Next Shoe To Drop? Perhaps Not. by Filiberto Mcginley

Filiberto Mcginley — Mon, 26 Jul 2010 03:08:41 +0000

I found your blog on Yahoo, I am very excited about this subject, I am also very excited about green ICF homes, I will be checking on your blog very soon

Comment on Maybe This is Why Warren Buffett is Always So Jovial by Eric Volk

Eric Volk — Mon, 19 Jul 2010 16:38:53 +0000

The obvious question that this begets is which comes first? Financial security or happiness? Many would say that happy people perform at a much higher efficiency, for longer periods of time, and THEN the financial success follows.

Or, what the study says. Did they turn the question around like this and do the study that way? Would be interested to see those results.

Comment on Dorsey, Wright Sentiment Survey Results – 6/4/10 by Dorsey, Wright Sentiment Survey Results – 7/2/10 « Systematic Relative Strength

Tue, 13 Jul 2010 17:50:19 +0000

[...] an earlier survey recap, we highlighted the fact that the missing upturn group seems to have a more volatile risk tolerance – their risk appetite [...]

Comment on The Great Divergence by How has the Financial Markets Changed Over Time part 1 « Financialfreezeframe's Blog

Sat, 10 Jul 2010 17:19:14 +0000

[...] systematic relative strength did note that dispersion between different returns from different countries remains high and that [...]

Comment on Don’t Hold Your Breath by MDH

MDH — Fri, 09 Jul 2010 08:15:18 +0000

Yikes indeed.

“–or 15 years from now.”

How prescient. This is what I learned (from you): that markets can stay overbought or oversold for longer than we expect. Not many have 13.8 years to get serious (before they cry “uncle”), let alone 109. Not many can stay the course. Drawdowns are a killer.

Lets see – 13.8 x 2 = 27.6… … I’ve always wondered that/why things happened in 7-9, 18, or 27 year cycles, and that events are definitely not reliable/bankable over an investing lifetime.

Serious stuff. Good post.

Comment on The Great Divergence by Time horizons and market correlations Abnormal Returns

Time horizons and market correlations Abnormal Returns — Wed, 07 Jul 2010 20:00:57 +0000

[...] *Hat tip Systematic Relative Strength. [...]

Comment on Investing: Is It Worth the Drama? by Kristopher Whitney

Kristopher Whitney — Tue, 06 Jul 2010 19:10:19 +0000

This is very interesting I will share it with my clients

Comment on Investing: Is It Worth the Drama? by Andy Hyer

Andy Hyer — Tue, 06 Jul 2010 15:54:25 +0000

I am glad you found it useful.

Comment on “One of the Most Fascinating Phenomena in Finance” by Andy Hyer

Andy Hyer — Tue, 06 Jul 2010 15:53:22 +0000

It would be lower. Ken French also shows the benchmark universe return on his website over the same time horizon. The universe return came in around 8% per year so there is more than enough excess return to cover those costs.

Comment on “One of the Most Fascinating Phenomena in Finance” by Peter

Peter — Tue, 06 Jul 2010 15:49:31 +0000

How does that chart look after taxes and transaction costs, and was liquidity accounted for?