The current digest articles fall into 3 broad categories - Trading, Technology and Wellness. Trading section has couple strategy papers and articles. Typically the approach I pursue is to get the core ideas and see if I can enhance/modify to integrate them into my existing methods.
For example, one question I like to investigate is how about using ORB (1st article) on a Weekly/Monthly chart instead of intraday? Similarly another question to investigate is how about combining ideas - Liquidity (article 2) and ETF short selling (article 4)? Similarly I find some of the ideas under technology and wellness sections compliment well with ideas under trading section. Now most ideas don't pan out for me. On other hand, I am quite happy if I can learn and put to use just 1-3 good techniques/ideas per year either in trading or in self development.
Trading
Opening range breakout: Past, present and future - The core idea of opening range breakout (ORB) is buying at a given level off of the market open and selling at a given level below. Often the variations in ORB strategies are related to difference in stretch calculations or in price patterns over past 1-7 days. The article discusses in more detail the patterns, code and performance of ORB and likely reasons for lower performance in recent years. On the whole a good article and provides some ideas.
Internet & Personal Computing Trends - This presentation was done last month. Lots of stats and charts like internet user trends, tablets usage, mobile trends, trends in personal computing transformations etc. The link is to a slide deck.
Why Does ETF Short Selling Provide a Different Signal? - The paper claims that in contrast to regular stocks, ETFs with high short interest experience positive abnormal returns. The reason being the creation and redemption of ETF shares influences the level of short selling. The paper also finds that foreign stock ETFs with low short interest have positive abnormal returns. These abnormal returns are typically caused by higher prices in foreign stock markets and not exchange rate changes. I have not read the paper fully but found the idea interesting. Like prior article, felt may be investigating the idea could be worthwhile.
Liquidity-Driven Dynamic Asset Allocation - I have not read the paper fully but found the idea interesting. The paper proposes a model of portfolio selection that adjusts an investors’ portfolio allocation in accordance with changing market liquidity environments and market conditions. The paper claims that market liquidity provides a useful “leading indicator” in dynamic asset allocation. Specifically, market liquidity risk premium cycles anticipate economic and market cycles. Investors can therefore act to avoid markets with low liquidity premiums, waiting to extract liquidity risk premiums when the likelihood of extracting a liquidity premium improves. The result, meaningfully enhanced portfolio performance through economic and market cycles, and is robust to transactions costs and alternate specifications.
Technology & Innovation
Leaping Into the Gesture-Control Era - Technology that accurately tracks finger motions could revolutionize desktop and mobile computing.
In Eye Control, A Promise To Let Your Tablet Go Hands-Free - Forget touch screens and voice recognition — what if you could control your computer just by looking at it? Gaze-based interaction has been around for 20 years, used mainly by people with disabilities. But the technology could be available to the masses soon, allowing users to move a cursor with their eyes, or turn the pages of an e-book without lifting a finger. In Denmark, an eye-control research group has just turned itself into a business, hoping to be part of the next wave of usability.
Startup Uses Big Data To Cut Energy Usage - Stem's (a startup in California) hybrid energy system combines predictive analytic, battery storage and grid power to cut business' power bills.
Optical Camouflage Renders The Backseat Of A Car Transparent - The problem with the backseat--really with the whole rear of the car--is that it’s in your way when you’re trying to reverse. So researchers at Keio University in Japan have applied optical camouflage technology to automobiles, making the back seat appear transparent so the driver can see straight through it when backing up.
Two Advances Point Toward a Cheaper Electric-Car Battery - Electric vehicles and plug-in hybrids need cheaper, more energy-dense batteries to compete with conventional cars.
Hot data storage technologies for 2013 - Talks about six data storage technologies that will play pivotal roles in transforming data centers in 2013.
Wellness & General
Study: Online User Reviews Influence Us In Ways We Don't Even Realize - Early exposure to glowing reviews about a product or service tend to stick in our minds and shape our opinions--even when later reviews are overwhelmingly negative.
Getting A Handle On Why Fingers Wrinkle - (7 min audio). Why do your fingers get pruney after a long water bath? I thought it is due to water. It turns out it is not. The audio cast also has an interesting question at the end - Say if you are completely submerged in water except for one hand, would the fingers on that hand still Wrinkle?
The Fallacies Of Fat - (29 mins) Interesting audio cast.
Manage your energy, Not your time - The central thesis is that performance, health and happiness are grounded in the skillful management of energy. Beginning of the article has list of practices to renew four dimensions of our personal energy.
Wrap up
 |
| Fail Forward! |
2 comments:
Thank for sharing! Always providing Quality and useful information. I appreciate your annotation. Keep me up to date. It will make all traders up to date about marketing strategy. Thank you.
Peter - Thanks for your kind words and for reading my blog. I appreciate very much.
Post a Comment