CXO Advisory
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Blog posts on Commodity Futures, Currency Trading, Momentum Investing, Strategic Allocation, Economic Indicators, Investing Expertise and more. Provides traders, investors and financial advisors with the latest market research summaries and analysis. CXO Advisory is a stock market research blog.
CXO Advisory
4d ago
How should investors think about the correlation between stock market returns and bond market returns when constructing a diversified portfolio? In their April 2024 paper entitled “Stock-Bond Correlation: Theory & Empirical Results”, Lorenzo Portelli and Thierry Roncalli examine theoretical and empirical relationships between the stocks-bonds return correlation and other variables/conditions. They focus on: Monthly... Keep... Keep Reading
The post Correlations of Stock and Bond Returns Globally appeared first on CXO Advisory ..read more
CXO Advisory
1w ago
Below is a weekly summary of our research findings for 5/20/24 through 5/24/24. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list. Stock... Keep... Keep Reading
The post Weekly Summary of Research Findings: 5/20/24 – 5/24/24 appeared first on CXO Advisory ..read more
CXO Advisory
1w ago
Is the price of gold too high? In their May 2024 paper entitled “Is There Still a Golden Dilemma?”, Claude Erb and Campbell Harvey revisit their golden dilemma, the tug of war between dueling ideas: A high price for gold today presages low future return. The higher the price of gold today, the rosier... Keep... Keep Reading
The post Is Gold Overpriced? appeared first on CXO Advisory ..read more
CXO Advisory
1w ago
After seeing “Review of the Quantified Market Psychology Strategy”, reader Steve Ruoff requested review of his U.S. Treasuries timing strategy as recorded at Timertrac (Duration Strategy), which approximately every four weeks generates allocations to: Direxion Daily 7-10 Year Treasury Bull 3X Shares (TYD); Direxion Daily 7-10 Year Treasury Bear 3X Shares (TYO); and cash, for which... Keep Reading
The post Review of a Long-short Treasuries ETF Timing Strategy appeared first on CXO Advisory ..read more
CXO Advisory
2w ago
Below is a weekly summary of our research findings for 5/13/24 through 5/17/24. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list. Best... Keep... Keep Reading
The post Weekly Summary of Research Findings: 5/13/24 – 5/17/24 appeared first on CXO Advisory ..read more
CXO Advisory
2w ago
What does the body of research say about implications of new social media for financial markets? In their April 2024 paper entitled “Social Media and Finance”, Anthony Cookson, William Mullins and Marina Niessner survey research on social media in finance, distinguishing between research using social media to explore investor behaviors and research on the effects...... Keep Reading
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CXO Advisory
2w ago
“Invest with the Fed?” finds that indexes based on the Invest With the Fed (IFED) stock selection strategy beat reasonable benchmarks. How does that finding translate to investable assets? To investigate, we look at performances since inception of two exchange-traded note (ETN) offerings: ETRACS IFED Invest with the Fed TR Index ETN (IFED), with... Keep... Keep Reading
The post Testing IFED ETNs appeared first on CXO Advisory ..read more
CXO Advisory
2w ago
Does Federal Reserve (Fed) policy strongly and differently affect individual stock? In his April 2024 paper entitled “Navigating Federal Reserve Policy with IFED”, Rufus Rankin analyzes performance of the Invest With the Fed (IFED) stock selection strategy, which selects portfolios positioned to prosper across environments signaled by Fed actions. Specifically, the strategy selects individual equities...... Keep Reading
The post Invest with the Fed? appeared first on CXO Advisory ..read more
CXO Advisory
3w ago
Below is a weekly summary of our research findings for 5/6/24 through 5/10/24. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list. Failure... Keep... Keep Reading
The post Weekly Summary of Research Findings: 5/6/24 – 5/10/24 appeared first on CXO Advisory ..read more
CXO Advisory
3w ago
How well do simple option strategies work when applied to equity and bond exchange-traded funds (ETF)? In his April 2024 paper entitled “Effectiveness of Various Options Strategies for Exchange-Traded Funds“, Rishikesh Mahadevan tests five simple option strategies on ETFs, with all options held to expiration: Covered Call – sell a call option on an... Keep... Keep Reading
The post Returns and Volatilities of ETF Option Strategies appeared first on CXO Advisory ..read more