Perhaps it is fitting that this report is being published just before November 11, Remembrance Day, the day commemorating the end of World War I. It was on the 11th hour of the 11th day of the 11th month the guns fell silent. Lest we forget the sacrifices of many and the terrible carnage...
Mid-week market update: I pointed out on the weekend (see A final update on the Trump Trade: Tail-risk assessment) that the term structure of the VIX had inverted, indicating high levels of market anxiety. The market was hedging for a catastrophic outcome that turned out to be nothing. Today's post-election rally is mainly attributable to...
Preface: Explaining our market timing models We maintain several market timing models, each with differing time horizons. The "Ultimate Market Timing Model" is a long-term market timing model based on the research outlined in our post, Building the ultimate market timing model. This model tends to generate only a handful of signals each decade. The Trend...
Preface: Explaining our market timing models We maintain several market timing models, each with differing time horizons. The "Ultimate Market Timing Model" is a long-term market timing model based on the research outlined in our post, Building the ultimate market timing model. This model tends to generate only a handful of signals each decade. The Trend...
Publication notice: I will be starting a two-week holiday this weekend, and here is my planned publication schedule. Weekend publications will be condensed from two publications to one. Barring significant market volatility, there will be no mid-week market update. Regular service will resume after the U.S. election. Mid-week market update: We are in the...
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