I plan to make couple of changes to the blog in 2013. One of them is publishing a digest of interesting studies and articles I come across. Now interesting is a subjective term. I don't read much articles related to current market analysis, views & timing as I am more comfortable doing my own analysis and timing. Instead I like to read papers & articles that are more oriented towards technique/process/innovation. The digest articles broadly fall into 3 areas I find interesting - Trading, Technology & Wellness.
Trading
Predicting the Present with Google trends - Published in 2011. Google Trends provides daily and weekly reports on the volume of queries related to various industries. The paper is about using this query data in various industries and predicting the subsequent data releases. I am not much into fundamentals but felt the topic interesting as it differs from traditional approaches and who knows may be useful as sentiment indicator?
Congress & The Stock Market - The paper (2006) finds a strong link between Congressional activity and stock market returns that persists even after controlling for known daily return anomalies. Stock returns are lower and volatility is higher when Congress is in session. This "Congressional Effect" can be quite large - more than 90% of the capital gains over the life of the DJIA have come on days when Congress is out of session.
Congressional Calendar & Stock Market Performance - This paper was published in 1998. One good thing with old papers like this is availability of out of sample data (i.e., last 14 years) to validate paper theories. I have not yet done but if any readers do the test, I appreciate if you can drop me a mail. This study reports on the existence of a curious calendar effect--a relationship between stock market performance and the schedule of the U.S. Congress. Almost the entire advance in the market since 1897 corresponds to the periods when Congress is in recess. This is an impressive result, given that Congress is in recess about half as long as in session. Furthermore, average daily returns when Congress is not meeting are almost thirteen times greater than when Congress is in session.
For Day Traders - The most Liquid ETF of Every Commodity - Provides most liquid ETF for each commodity.
Lie Detection 101 for Financial Analysts - Interesting topic. Has some tips on how to detect lies. Ok article.
Fund Management: An Emotional and Financial Perspective - A very long paper (117 pages). More like a book. I like to read it though because the topic is - What is it really like to be a money manager on a day-in, day-out basis? What emotions play a critical role and under what circumstances? Are the performance successes and debacles more emotionally charged than cognitively driven? What is beneath the surface?
Technology & Innovation
What does space smell like? - Can you guess?
Paraplegics walk again with bionic exoskeleton ReWalk - Self explanatory title. ReWalk is a start up company.
This $5 lamp is powered by gravity - It may sound like an impossible dream, but two designers in London have built functioning prototypes of GravityLight, a cheap way for people in developing countries t0 light homes, recharge batteries, or power a radio.
Cadaver Stem cells offer new hope of life after death - Dead bodies can provide organs for transplants, now they might become a source of stem cells too.
Cloud-Powered GPS Chip Slashes Smartphone Power Consumption - A Microsoft Research project offloads data and calculations to save battery life.
Flutter Adds Gestural Controls to Netflix, YouTube, and More - Flutter, a startup offering free software that allows you to control music and videos on a computer with simple hand gestures, is adding to its repertoire of gestural tricks. The San Francisco-based company is rolling out the ability technology can control content on the Web, too.
Wellness
How MiGym plans to quantify the health club workout - Chicago app developer MiGym is giving health clubs an app store presence, but it has bigger plans. It hopes to make the gym a critical element in the quantified self, tracking members’ workout data and sharing that information with fitness and health platforms.
Human Body: 18 Amazing Facts - Did you know our bones are four times stronger than concrete? Few other interesting stuff in adjacent infographic. Wrist Sensor Tells You How Stressed Out You Are - Amid rising concerns over post-traumatic stress disorder (PTSD) and other mental illnesses, two MIT startups are developing wrist-worn sensors that can detect physiological changes—including perspiration and elevated temperature—that may signal the onset of events like anxiety attacks.
Exercise and the Ever-Smarter Human Brain - Anyone whose resolve to exercise in 2013 is a bit shaky might want to consider an emerging scientific view of human evolution. It suggests that we are clever today in part because a million years ago, we could outrun and outwalk most other mammals over long distances. Our brains were shaped and sharpened by movement, the idea goes, and we continue to require regular physical activity in order for our brains to function optimally.
What You Think You Know (but Don’t) About Wise Eating - Self explanatory.
I hope readers found the above digest interesting and informative. I welcome readers to forward any papers/articles that they found useful and similar to above for inclusion in future digests. The referrer link will be included along with link to the article/paper in the digest.
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