Firm-Specific Information And Momentum Investing
When it comes to momentum investing, everyone is always looking for a better way to implement a momentum-based stock selection strategy (the same goes for a value strategy). We highlight a few methods in our book, Quantitative Momentum, as well as on our blog. We recently came across a paper from 2006 that has an improvement on a baseline momentum […]
Trading The GBPJPY Currency Pair This Week
The GBP/JPY currency pair is a baffling one to watch. It spiked tremendously after the US presidential elections but has consolidated in a tight trading range as it retreats beneath its 50-day moving average, and hovers around its 200-day moving average. On Monday this week, The Dragon attempted to break out above the 140 level but found […]
Bitcoin Is Reaching The Point Of No Return – Buy Side Should Take Note
Many bitcoin aficionados are waiting with baited breath as the SEC is to announce by this Friday whether they will approve the first registered bitcoin ETF. This is not the make or break event that many think it is, though. As a matter of fact, if the ETF is denied and the bitcoin drops, I’ll consider […]
Herbalife: A Devastatingly Perfect Storm That Could Send Shares Under $30
Herbalife Ltd/ (NYSE:HLF) short case written from Quoth the Raven @QTRResearch Quoth the Raven Research continues to believe Herbalife is a strong sell with downside of more than 46.3% before the end of 2017 and further downside in following quarters The potential impact of a coming nation-wide documentary has been significantly underestimated and may cause an […]
Short Everbridge Ahead Of Its IPO Lock-Up Period Expiration: Conflation Of Factors Leads To Unique Opportunity
Everbridge (Nasdaq:EVBG) – Sell or Short Recommendation The 180-day lockup period for the Everbridge IPO is set to expire on 3.17. At this time, the company’s pre-IPO insiders will be able to sell 17,552,946 shares, which represent 65% of the total shares outstanding. The sudden increase in shares available for trade could potentially flood the market […]
WTI/RBOB Surge After Massive Gasoline Draw (Despite Record Crude Glut)
Following API’s reported massive build in crude (and draw in gasoline), DOE confirmed the extreme moves with a major 8.2mm crude build and a massive 6.56mm draw in gasoline (the biggest since April 2011). US Crude production rose once again – to 13-month-highs. API Crude +11.6mm (+1.4mm exp) Cushing +788k Gasoline -5.00mm Distillates -2.9mm DOE Crude +8.21mm (+2mm […]
Is It Possible For Small Caps To Outperform Large Caps With Less Risk?
Most investors have heard of the “size premium,” the well-documented and academically studied tendency for small-cap companies to outperform large-cap companies over time, but with additional risk. For example, we can see this phenomenon in the table below. The S&P SmallCap 600 Index outperformed the S&P 500 Index by 229 basis points (bps) annualized over 9.5 years,1 but did so while increasing standard deviation by over 4 percentage […]
EC HH Auto Dividend Stock Showdown: GM Vs. Ford
The two major U.S. auto makers, General Motors (GM) and Ford (F), have come a long way since the Great Recession. The economic downturn of 2007-2009 was a scary time. The escalating financial crisis nearly brought the entire auto industry to the brink of collapse. While Ford made it through the recession, GM ended up […]
Stock Valuation: Coca-Cola
The following stock valuation is about Coca Cola (KO). a company which has an impressive dividend history and is one of the consumer giants out there. But it is also a company which is struggling when it comes to growth in the last years. Nevertheless I still think it should be one of the core […]
