IWM Forum Topics
- All Comments on IWM
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- Weekly Market Review: Stagflation Story Remains Intact [view article]
- ETF splits (EEM, IWN, IJR, EFA, IGE, IJK, IJH, IJJ, IWM, ICF, IJS, IYR) [view article]
- ETF Industry Data Summary: 1H'08 [view article]
- Are Global Stock Markets Dancing to the Same Tune? [view article]
- For ETFs, First Half of 2008 Was All About Commodities [view article]
- Emphasize Capital Preservation in these Mean Markets [view article]
- Hedge Funds Moving Into a New Marketplace [view article]
- Wednesday Outlook: Bulls Storm In [view article]
- Choosing Your Portfolio Risk Tolerance [view article]
- Replicate The Yale Endowment With These ETFs [view article]
- Tracking Mean Reversion After Bad Months [view article]
- Global Market Performance: Nowhere to Hide [view article]
Recent IWM Articles
- Friday Outlook: Stepping Back
- Thursday Outlook: Overbought!
- Wednesday Outlook: No Rhyme or Reason
- ETF Industry Data Summary: 1H'08
- Are Global Stock Markets Dancing to the Same Tune?
- Friday Outlook: Bear's Wild Ride
- Sitting Out Asset Classes: Boring Is Not Always Bad
- For ETFs, First Half of 2008 Was All About Commodities
- Thursday Outlook: The Good and the Bad
- Wednesday Outlook: Bunning Throws Heat
- Full List of Articles »
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Replicate The Yale Endowment With These ETFs [view article]
I found this very interesting. Harvard in the past couple of years has lost it Managers because they changed their compensation. Again this year the Manager left for the same reason. It seems you only get what you pay for. ReplyReplicate The Yale Endowment With These ETFs [view article]
Most interesting. What % for each ETF? I'd be interested in following this monthly. ReplyReplicate The Yale Endowment With These ETFs [view article]
Would appreciate more info. about ETF'S that benefit the individual investor.Thanks Reply
Replicate The Yale Endowment With These ETFs [view article]
"Sweden" is spelled without any contiguous "e"s. ReplyBommarito
Moment and Omega Rankings of Index ETFs [view article]
Hello Susan, the double accounting is for two reasons - firstly, to confirm the ranking of the first four moments, and secondly, as you mention, to include the higher order moments.Also, if you'd like an example of a distribution with negative mean and positive skewness, take December 31, 2001 to March 15th, 2003, and you should get just such a distribution. For reference, I calculate a log-return mean of -0.0011 and skewness of 0.4057. Make sure you're not using excess moments either. Reply
Moment and Omega Rankings of Index ETFs [view article]
Since Omega already takes into account all the moments of the distribution, what is the rationale behind the double accounting?Also, during bear markets, when the means are negative, skewness cannot possibly be a positive thing, right? Reply
ETF Investing Guide: A Core ETF Portfolio [view article]
Here is a primer on how else ETFs can be advantageous:creating-wealth.blogsp... Reply
Liss, SA
Editor
Top ETF Dollar Volumes Over the Past 50 Days [view article]
Michael,Your charts do indeed fit into our layout, albeit in slightly altered form (which I had unfortunately overlooked in this case - sorry). Going forward, your charts should fit in better.
Best,
Jonathan Liss,
Seeking Alpha Editorial Team Reply
Nusbaum
Thoughts On Geoff Considine's Model ETF Portfolio [view article]
I don't know how this portfolio did, I don't know which portfolio that I wrote about that you are referring to or how it did but the focus of this post was the risk taken to get the return.100% in Garmin would have been even better.
26% in energy is a big bet, you either agree with that or not; I guess not. Reply
Thoughts On Geoff Considine's Model ETF Portfolio [view article]
Roger, You now have the benefit of hindsight, both energy and utilities outperformed in 2006. Your concerns were unfounded and you should recognize how this portfolio actually performed vs. the one you recommended in a future article. Give credit where credit is due. ReplyBommarito
Top ETF Dollar Volumes Over the Past 50 Days [view article]
Hello flstearns,Unfortunately I'm not really in control of the page layout here, and it seems as if my table won't fit into their layout. You can always follow the links in an article to the original source, where you should be able to read the tables: www.etf-central.com/to...
As far as the example, there are 50 multipliers, as each day's close and volume need to be multiplied. If you're confused about the units, as they're probably blocked by the frame as well, they're in millions of dollars averaged per day. Reply
Top ETF Dollar Volumes Over the Past 50 Days [view article]
Your computations for the first 24 ETFs were blotted out by 2 frames on the right. If you took XLI (for example) and identified your multipliers, t'would be useful. ReplyOkkerse -
CEO
OK-Rating
Inst.
Risk-Return Balance Across iShares ETFs [view article]
I am obliged by this amount of work and surprised by its result.During my investigations within the total ETF's of Dutch AEX index the following could be ascertained :
During eight years the annual and preselected stocks of that AEX delivered together a Bèta of 0,62 and an Alpha of >9%
Reply
Did Everyone Sell on Thursday? [view article]
sounds like the correlation is obvious.buy gold when the traffic is below 0.04% and sell when its above 0.08%!!!!! Reply
Did Everyone Sell on Thursday? [view article]
Not everyone sold. Schwab handcuffed a lot of us, and now facing the discount rate move this morning. Thanks Chuck, for nothing. Reply