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Susan » Comments » DIA

  • Risk Management in Trending Markets [View article]
    Excellent article.
    One correction though: DBA is agricultural commodities, MOO is Agricultural stocks, not the other way round.
    Jul 27 21:25 pm |Rating: 0 0 |Link to Comment
  • 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?
    Sep 25 11:46 am |Rating: 0 0 |Link to Comment
  • Overvalued, Overbought, Overbullish Conditions [View article]
    >>&g... Overvalued: S&P 500 price/peak earnings greater than 18

    Does this refer to forward looking earnings?
    The TTM on the SPY right now is P/E=15.75
    Jan 24 03:22 am |Rating: 0 0 |Link to Comment
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