ikkyu

Commodities Roll Yield in 2009

Excellent presentation on a critical topic. Thanks.
Best wishes from Osaka,
john

A Simple Momentum System for Beating the Market

Puddi said: "Most such systems will make some money some of the time. If any system exists that makes good money all of the time, its inventor isn’t going to be writing a book about it."

No trading system purports to make money all of the time. In fact, you can have less than 50% winning trades and can still make money. I suggest you read up on some basic trading theory.

Rudi said: "You didn't reveal any scientific proof because you can't."

Ah, dude first chill and then look at his peer-reviewed published academic paper! This is one of the most documented, pervasive effects in finance and you guys act like Mr. Faber is some kinda snake-oil salesman!!

Mebane, maybe these comments are an indicator as to why the momentum effect keeps on working....

Cheers from Osaka,
john

Treasury Yields vs. Commodity Prices

Really nice analysis. Thanks!

Sell the U.S. Market Before October

Buy sterling??? What about England's real estate bubble? Have you noticed this massively inverted yeild curve?
www.bloomberg.com/mark...

Not exactly my idea of a safe haven, my friend....
john