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Market Anomalies

June 21, 2020

Home/Tag:Market Anomalies

Survivorship Bias Free Stock Data is Critical to Investors

February 25, 2022|

Before we show you how quality and reasonable valuations are the breeding grounds of greatness, let’s talk about a common analytical error. When analyzing stocks and investment strategies, using bias-free data is a basic and critical first step. For a beautiful explanation, we guide you to Teddy Koker, a researcher at MIT’s Lincoln Labs, elegant walk-through, complete with programming instructions. For those interested in a less complex example, this post is for you.

Quantamental Investing: A Brief Primer on KCR’s Toolkits

January 21, 2022|

In our Chart for the Curious about Apple Computer, we document the challenges faced by investors who follow forecasters. For those seeking compelling evidence based on robust quantitative methods, please see our White Paper The Persistence of Profits. That piece builds on work done by a legendary professor of behavioral finance...

10 Year Rolling Returns: A Warning?

December 3, 2021|

*The chart shows the rolling 10-year period returns since 1800 *Where available we show the Shiller PE peak and trough valuations *The chart shows a reasonably consistent pattern of 10-year runs followed by dismal decades...

Is Equity Beta Broken?

April 30, 2021|

Beta, or the amount a stock price goes up and down relative to the market, is a popular measure of “risk” Famous investors such as Seth Klarman have observed ...

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