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March 2010



Experimental Design - Testing Investing Strategies (Part 2)

March 12, 2010 – Comments (0)

This is a continuation of a series of blogs and developing methods for testing investment strategies. The purpose of this particular blog will be to construct a prototype experiment for a simple investment strategy. Ideas can be generated (by readers like you - feel free to discuss) (1) improving the experiment set forth and (2) applying to testing other ideas. This latter part is important because as we shall shortly see, the example I'm using is rather contrived.   [more]



Experimental Design - Testing Investing Strategies (Part 1)

March 09, 2010 – Comments (6)

I as I mentioned elsewhere, I am interested in developing some ideas on how to test investment strategies. This includes looking at studies already done (and hopefully the educated fools here can enlighten me on relevant journal articles) and discussing possible procedures that might make for a decent study. Perhaps someone with the software capabilities would be interested in trying out a study.   [more]



Studies on Investing

March 08, 2010 – Comments (4)

I hope you haven't clicked on this blog hoping to find studies on investing. Though I would love to see them and hopefully will come across some this isn't what this is for.  [more]

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