Downloads from July 2011 meeting

Evidence-Based Investing SIG: Speaker: Leigh Anderson

Topic: “The Big (and not-so-big) Mo”
Some momentum strategies that seem to work, and some that don’t.

Click to view/download PDF file 2011-07-momentum

Downloads from June 2011 meeting

Evidence-Based Investing SIG: Speaker: Leigh Anderson

Topic: “What a Time We Had!”
Q: Over the last decade, which timing strategies beat the market? A: All of them, including flipping a coin. If you are a market timer and didn’t beat the market, you have some explaining to do.

Click to view/download PDF file 2011-06-timing

Ken Wood’s slides from the panel discussion

HIA Panel 6_11

Downloads from May 2011 HIA meeting

Evidence-Based Investing SIG: Speaker: Leigh Anderson

Topic: Small and Cheap (View or Download (PDF file) 2011-05-smallcheap)

Investing orthodoxy touts the superior performance of small-cap and/or value stocks. Can passive investors use small-cap and value ETFs to outperform other equity classes? Can active investors pick the OTC company that will be the next Google?

Download: Evidence-Based Investing December 2010

Topic: “Vindicating Indicating?”

We look at some widely followed indicators of future stock market performance: 52-week highs, valuation ratios, Leading Economic Indicators, GPD growth, Federal Funds rate, etc. Do any of them actually work?

available on my website December 2010