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Publications

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The E-Book of Technical Market Indicators 2.0 - Download the new version for free!

Complex Technical Analysis Made Simple

How to build a rational decision making framework (systematic trading model) based on different kinds of technical market indicators.

 

WallStreetCourier offers it's visitors a free ebook about technical market indicators. It is a wealth of free information for traders and investors who are interested in technical analysis! Nearly all our indicators are explained there - and this for free!

The content of this book will give a brief overview on how to classify indicators into subgroups, including the advantage and the complicacy as well as a detailed instruction on how to combine different kinds of indicators to a sound investment process. Furthermore, we highlight which types of indicators should be used by short- or long-term investors as well as which are suitable for low- or high experienced traders.

   
The E-Book of Technical Market Indicators 2.0 - Download the new version for free!

Complex Technical Analysis Made Simple

A detailed instruction on how to combine different kinds of indicators to a sound investment process

Content:

  • Trend indicators
  • Breadth indicators
  • Contrarian indicators
  • Oscillators
  • and many, many more
   
blank_download_table icon_download_table Download our E-Book of Technical Market Indicators now for free (pdf-file)
 
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The WSC Starter Kit - Maximize your results with WallStreetCourier.com

Maximize your results with WallStreetCourier.com

To maximize your results with WallStreetCourier.com, take a closer look at our starter kit.

This only takes 15 minutes, but it is the best way to learn more about our investment principles and to answer many questions upfront.

 

blank_download_table icon_download_table Download the WallStreetCourier.com Starter Kit (pdf-file)
 
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Golden Cross or other Simple Moving Average Crossover Strategies? -
A Critical Quantitative Review (of all possible Simple Moving Average combinations)!

WallStreetCourier.com – Research Paper

Do Moving Average Crossover Strategy Really Provide Any Value For Investors?

  • Within the last decade most moving average crossover strategies have worked out very well for their followers as they prevented them from being invested in equities during the Tech Bubble and the Financial Crisis, respectively.
  • Nevertheless, most of those crossover strategies have underperformed the broad equity market since 2009.
  • In this article, we will analyze all possible moving average crossover signals for the S&P 500 (IVV) from 1928-12-31 until 2014-06-11, to get an insight if such strategies provide any (additional) value for investors! more»
blank_download_table icon_download_table Download "Golden Cross or other Simple Moving Average Crossover Strategies?" (pdf-file)
 
   

The Most Diversified Inflation-Proof Retirement Portfolio!

WallStreetCourier.com – Research Paper

This article was published on Seeking Alpha on March 9th, 2014

 

Many investors are in the need of an inflation proof portfolio since a heavy loaded bond portfolio won’t be the perfect hedge fortheir demands. So diversifying a portfolio's income stream with investments that are less affected by inflation is the only way how to fight the upcoming inflation threads. more»

 
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The Most Rewarding Portfolio Construction Techniques: An Unbiased Evaluation

WallStreetCourier.com – Research Paper

This article was published and awarded as Editor's Pick on Seeking Alpha on Sep. 24th, 2013

 

We analyze and compare ten popular portfolio construction techniques by applying an advanced Monte Carlo simulation to avoid using historical data. Therefore, we will be able to get an unbiased view of the pros and cons of each single portfolio construction technique. more»

 

blank_download_table icon_download_table Download "The Most Rewarding Portfolio Construction Techniques: An Unbiased Evaluation" (pdf-file)
 
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Modern Portfolio Theory 2.0 - The Most Diversified Portfolio

WallStreetCourier.com – Research Paper

This article was published and awarded as Editor's Pick on Seeking Alpha on Nov. 28th, 2012

 

In recent years, new portfolio construction techniques focused on risk and diversification rather than expected average returns have become quite popular. This success has been due to an increasing acknowledgment that a traditional balanced portfolio, where 60 percent is allocated in equities and the remaining 40 percent is invested in bonds, is not diversified at all.

 

It may look balanced from a capital allocation point of view, but it is not from a risk perspective, as equities are the main risk contributor within such a portfolio.

 

We review a portfolio construction technique, called "Maximum Diversification," which has shown incredible results so far. more»

 

blank_download_table icon_download_table Download "Modern Portfolio Theory 2.0 - The Most Diversified Portfolio" (pdf-file)
 
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Myth Or Truth: Is The Golden Cross A Shiny Investment Approach? An Empirical Investigation

WallStreetCourier.com – Research Paper

You probably have read a lot about the "Golden Cross" on different financial media and maybe you even thought of following such an investment strategy. The "Golden Cross" is a technical pattern which occurs when the 50 day moving average of a specific underlying security crosses above its respective 200 day moving average.

 

The claim is that the “Golden Cross” quantifies the improvement in the trend of the underlying security and will lead to a significant uptrend!

 

blank_download_table icon_download_table Download "Myth Or Truth: Is The Golden Cross A Shiny Investment Approach? An Empirical Investigation" (pdf-file)
 
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Behind The Myth Of The Best 10 Days!

WallStreetCourier.com – Research Paper

The "Do not Miss the Ten Best" -theory indicates that missing just a small percentage of the market’s best days dramatically reduces investor returns!

 

blank_download_table icon_download_table Download "Behind The Myth Of The Best 10 Days!" (pdf-file)
 
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Bears and Bulls: Greater Volatility without Ticks

Bears and Bulls: Greater Volatility without Ticks was written by the finance professors Ronnie Clayton (Jacksonville State University), Walter Reinhart (Loyola University) and Bill Schmidt (Jacksonville State University) and was published in the Banking and Finance Review in December 2010. For this publication WallStreetCourier.com provided the short-sell data used for the empirical study.

 

Abstract

A 2007 rule change regarding short sales in equity markets changed the markets and perhaps the volatility thereof. During the majority of modern history of the United States equity market investors have only been allowed to conduct short sales after an upward price movement on the security. Rule 10a-1 of the Securities and Exchange Act of 1934 required that a short sell of an exchange-listed security take place after a plus tick or on a zero-plus tick in the market. The National Association of Securities Dealers (NASD) instituted a rule in 1994 that closely followed Rule 10a-1. On May 2, 2005 the SEC began an experiment with the “tick” rule allowing short sell trades to take place on some securities without the “plus-tick” thus providing an opportunity for a “pilot study” of whether the removal of the “plus-tick” requirement significantly impacts the volatility of the firms involved and, ultimately, the market as a whole. According to the SEC the results of the experiment indicated there was “no significant change in volatility, so in mid-2007 the short sell uptick restriction was removed from all U.S. securities. However, a 2008 technical study by Harmon and Bar-Yam on the results of the pilot study suggests the SEC misinterpreted the findings. The purpose of this research is to explore the impact of this rule change. Our findings, which are a major contribution to the literature, show greater volatility in U.S. financial markets when the “plus tick” requirement was removed from all equity securities.

Citation

CLAYTON, R., REINHART, W., SCHMIDT, B.: Bears and Bulls: Greater Volatility without Ticks. Banking and Finance Review,
North America, 2, Nov. 2010.

 
blank_download_table icon_download_table Download "Bears and Bulls: Greater Volatility without Ticks" (pdf-file)
 
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Publish on WallStreetCourier.com!

WallStreetCourier offers the scientific community as well as practitioners a perfect platform to publish the results of their work. Thus, if you are an academic, an investor or a trader who works in empirical research, you are encouraged to present your results of your work on our website. Therefore please contact us for the further proceedings.

 
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