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humblestudentofthemarkets.blogspot.com | ||
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jonathankinlay.com
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| | | | | An extract from the chapter on pairs trading from my forthcoming book Equity Analytics | |
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www.topdowncharts.com
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| | | | | Here's a brief overview of the topics and charts covered in the latest edition of the Weekly Macro Themes report. I send this report out late Friday NZ time and aim to cover a good mix of macro/ideas/risk topics, across a global macro/multi-asset universe. This week I covered the following topics/ideas:1. Policy Pulse: After a very busy week in central banking, we check in on some key charts, trends, and stats in global monetary policy settings. Some things stay the same, but a few intriguing | |
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jonathankinlay.com
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| | | | | Discusses the use of stochastic process control framework to evaluate strategy performance | |
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awealthofcommonsense.com
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| | | In August of 2011, the Gold ETF (GLD) surpassed the S&P 500 SPDR ETF (SPY) as the largest exchange-traded fund in terms of assets. Since then, the investment performance of these two funds tells how out of control things got for gold, as the SPY is up almost 60% while GLD is down nearly 25%.... | ||
