Kirzner Fervor

One of the benefits of momentum based systems is that you don't have to deal with the vagaries of fundamental data. Leaving aside revisi...

TPM put up a timeline of the collapse of AIGFP. Most of the information is gleaned from the WaPo series from last year. One thing that is i...

I was reading the March BoE minutes when I came across the following statement: "There was a high degree of uncertainty over the appro...

I thought this post at Condor Options was very good. I think one thing that makes testing these types of option strategies difficult is tha...

The FT has released 50 shapers of finance , and not surprisingly KF is not among them. I count 31 of 50 (not counting Lou Jiwei, so it could...

I don't think he's completely wrong here , but he's certainly wrong on the impact of low short-term rates impacting long-term ra...

Given its a start of a new year, I figured I would update my Component TAA model (for more see: here , here , and here ) results to give an ...

In a speech titled, "(Under-)pricing of risks in the financial sector" by Jean-Claude Trichet "The periods of crisis bring to...

This post will eventually get merged into a Part 3. I've had some programming difficulties with the final part of the project and I'...

Mark Hulbert wrote an interesting piece in Barron's about a week ago. He notes that the 39 week moving average on the DJIA underperform...