Sentences with phrase «of abnormal returns»

Tadas Viskanta is the Founder and Editor of Abnormal Returns.

This year we crowdsourced the questions from readers who won a copy of the Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere for their efforts.

Last night's episode of Abnormal Returns on StockTwits TV featured a conversation with David Merkel of the Aleph Blog.

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch.

He is also the author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

April 17th: Check out this recent interview I did with Michael Martin as a part of the Abnormal Returns book tour.

I should note that hardcover copies of the Abnormal Returns book are on deep discount over at Amazon, so if you don't have a copy yet now is your chance.

-- Tadas Viskanta, Founder and Editor, Abnormal Returns and author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere

There was not a lot of turnover a the top of the list this month as Abnormal Returns readers take advantage of some special deals on Kindle versions of some popular books and deeply discounted hardcover copies of the Abnormal Returns book.

During a sidebar with Tadas Viskanta, founder and editor of Abnormal Returns, he offered his impression of the conference: «Grasping at straws...»

Apparently a lot of Abnormal Returns readers want to become hedge fund managers because Ted Seides» So You Want to Start a Hedge Fund: Lessons for Managers and Allocators did well.

For the e-mail inclined you can receive all of Abnormal Returns «posts every afternoon.

Long - time readers of Abnormal Returns are by now familiar with the work of Wesley Gray of Alpha Architect.

Abnormal Returns is run by Tadas Viskanta, a seasoned private investor and author of Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

Tadas Viskanta is the founder and editor of Abnormal Returns since its 2005 launch.

Not exact matches

Stuff I'm Reading this Morning... Abnormal Returns covers the concept of Zombie ETFs... a new development for this industry.

Tadas over at Abnormal Returns did a nice job summarizing some of the current thinking from many different sources on the 60/40 portfolio.

Alpha can also refer to the abnormal rate of return on a security or portfolio in excess of what would be predicted by an equilibrium model like CAPM.

Alpha is also often referred to as «excess return» or «abnormal rate of return.»

Business Pundit places Abnormal Returns among the «75 Best Business Blogs of 2009» in the Investing category.

Business Pundit places Abnormal Returns among the «50 Best Business Blogs of 2008» in the Financial News and Investing category.

Morgan Housel at the Collaborative Fund included Abnormal Returns on this list of What I Read (And Why).

In the May 2016 version of his paper entitled «Abnormal Stock Market Returns Around Peaks in VIX: The Evidence of Investor Overreaction?»

Individuals in the top 10 % of past performers earn average abnormal (adjusted for size and momentum effects) monthly returns starting at 7.85 % after one month and falling gradually to 5.20 % after 36 months.

They employ three distinct methods to measure long - run abnormal returns: (1) calendar - time three - factor (market, size, book - to - market ratio) portfolio alpha; (2) three - factor alpha in event time; and, (3) returns in excess of those for control stocks matched on size, book - to - market ratio and six - month past return.

An investor selecting a portfolio according to the percentage of contributions given to the winner in a presidential election would have earned significant abnormal returns of up to 6.6 % per year during the first year after an election.

Using a differences - in - differences methodology, we find that politically active firms saw an increase in their stock's volatility along with negative long - term abnormal stock returns upon the release of the NCR.

In the paper, Corporate campaign contributions and abnormal stock returns after presidential elections, forthcoming in Public Choice, we explore the stock market performance of top corporate contributors after the elections that brought Bill Clinton and George W. Bush, respectively, to power.

Summary: Abnormal Returns is a blog by Tadas Viskanta, a private investor with over 20 years of investing experience.

Potential complications of early return to play include worsening symptoms, abnormal bone development, or an avulsion injury.

If you're getting injections for abnormal sweating, there is a good chance that the sweating will return to its original state with a period of three months.

If temperatures return to more normal levels after two winters of abnormal warmth, the average heating bill across the Buffalo Niagara region is expected to jump by 26.5 percent — or about $ 123 — from last year's unusually affordable cost, according to National Fuel Gas Co..

When the researchers treated mice with JQ1, many of the abnormal activity levels of Brd4 target genes returned to normal.

However, given that cumulative abnormal returns increase with radicalness during an expansion but decrease with radicalness during a recession, he added, «Banks should time their launch of radical financial innovations to coincide with periods of expansion rather than recessions.»

The study results indicate that patients who have abnormal levels of breaks at common fragile sites (CFSs), sites within the chromosomes that are sensitive to DNA damage, are more likely to have their cancer to return — treatment failure.

This may lead to sluggish transmission in brain serotonin systems, insensitivity of the eyes to environmental light, and abnormal circadian (daily) rhythms — a cycle that doesn't resolve until the body senses the return of longer / lighter days.

If you like reading content like this from the best of the financial blogosphere please support Abnormal Returns by shopping at Amazon, signing up for our daily newsletter or following us on StockTwits and / or Twitter.

Remarks: Due to their conceptual scope — and if not explicitly stated otherwise — , all models / setups / strategies do not account for slippage, fees and transaction costs, do not account for return on cash and / or interest on margin, do not use position sizing (e.g. Kelly, optimal f)-- they're always «all in «-- , do not use leverage (e.g. leveraged ETFs), do not utilize any kind of abnormal market filter (e.g. during market phases with extremely elevated volatility), do not use intraday buy / sell stops (end - of - day prices only), and models / setups / strategies are not «adaptive «(do not adjust to the ongoing changes in market conditions like bull and bear markets).

Tadas Viskanta, editor of the excellent finanical blog Abnormal Returns, asked a group of financial bloggers the following question:

An investment strategy of «long carbon - efficient firms and short carbon - inefficient firms» would earn abnormal returns of 3.5 % -5.4 % per year.

We noted it in our book Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

Beyond that, though, I don't think this blog would have gotten where it is today with the aid of James Altucher at TheStreet.com, Abnormal Returns, Charles Kirk at the Kirk Report, Barry Ritholtz at the Big Picture, StumbleUpon.com (surprising how much traffic has come from there, and all recent), Roger Nusbaum of Random Roger's Big Picture, Bill Luby at VIX and More, Seeking Alpha (Aleph — Shalom), and Jeff Miller at A Dash of Insight.

We find that the positive returns at announcement are not reversed over time, as there is no evidence of a negative abnormal drift during the one - year period subsequent to the announcement.

In A Crisis In Quant Confidence *, Abnormal Returns has a superb post on Scott Patterson's recounting in his book The Quants of the reactions of several quantitative fund managers to the massi...

-LSB-...] In Hedge Fund Activism, Corporate Governance, and Firm Performance, authors Brav, Jiang, Thomas and Partnoy found that the «market reacts favorably to hedge fund activism, as the abnormal return upon announcement of potential activism is in the range of [7 %] seven percent, with no return reversal during the subsequent year.»

If you want to, you can buy the book here: Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

There was an interesting post on Bloomberg regarding asset class correlations, and a lot of blogs wrote about it, including Abnormal Returns, which did a nice summary, and expanded the argument to...

Abnormal Returns: Winning Strategies from the Frontlines of the Investment Blogosphere.

I religiously read Abnormal Returns as the principal gateway to news, Bespoke Investment Group for top notch research and charts, Charles Kirk for both links and a trader perspective, and Calculated Risk for comprehensive coverage of economic news.

The choice of the money manager is between normal returns on the strength of fundamental financials on one hand and abnormal temporary returns relying on a highly irrational market.