When I Get Angry My Ulcer Hurts More

Beat the market with the SGI Index.

Some time ago I spoke of 'interesting' s strategy index Global Momentum, the fact is that there are other equally interesting variety of strategies created by Societe Generale . For example, we
the SGI WISE Long / short , a model that draws up a list every month for European action on the basis of momentum and fundamentals and then buys the first decile and sells short the last decile this index since 1992 has increased by +466% stoxx600 while the index is only +74% . similar strategy for the ' SGI SLS Emerging Markets rising since 2001 of +410% in comparison to the wretched +5% dell'indice MSCI.
Il più interessante resta però l'indice Global Alpha che racchiude tutte queste strategie ha un rendimento dal 1999 del +222% soprattutto con una volatilità davvero ridotta come si può vedere dal grafico, per la cronaca l' MSCI World perde il -32% !



Il fatto è che notizia di ieri che verranno quotati altri nuovi 13 etf settoriali....MA BASTA,NON SE NE PUO' PIU'!!
Abbiamo 250 ETF tutti uguali, alcuni sono doppioni, nel caso dei settoriali tre case che propongono gli stessi etf, lyxor,ishares,Db x-trackers!

Nessuno che propone gli SGI Index che sono in grado di battere realmente il mercato.

Probabilmente,anche in questo caso,mi vien da pensare che i dirigenti di queste case non siano altro che una massa di idioti, perchè oltre a non offrire prodotti interessanti per il piccolo investitore vanno a inserirsi in 'mercati' dove la concorrenza è elevata e il profitto è risicato.A questo punto licenziarne qualcuno e assumere me non sarebbe una brutta idea...o no?XD

P.S. Non sapete quante volte ho scritto alle varie case di etf perchè 'volevo' gli etf short anche in italia, visto che in america erano già quotati da tempo....oggi sono la fortuna per chi li ha proposti!

Recover From Ruptured Ovarian Cyst

We were unlucky. Update

All of us have admired and even a little envious of the performance of the great Guru, who have consistently beaten the markets and created enormous wealth through the magic of the interest rate composto.Ultimamente But the great masters seem to be paying duty as the bear market small investitori.Basti observe the debacle of their securities in GuruFocus take him from the site. They range from -81% of Bank of America for Warren Buffett, many titles for George Soros to -50, -50 for Carl Icahn on Yahoo accounts for 25% of its portfolio and so on.

Then I had a suspicion, perhaps it is easier to beat the market when this is bullish? Older Guru took advantage of performance past no longer repeatable? And now things are normal "human"?

If we clearly see my generation of thirty / forty worked in one of the worst stock market, because now there are less than 2 years at the end of the decade and the actual performance of 'S & P 500 (2000-2009) is
-43.68% !

The "old man" but have been able to operate in the following markets:

1950-1960: +248.80%
1960-1970: 58.58% +
1970-1980: 47.33% +
1980-1990: +135.76%
1990-2000: 299.82% +!

What, worst time was not there! XD

Play Pokemon Blue For Mac

Screener.

Iron Blue Screener 16-1

Religious Injury Get Well Wishes

Investments mechanics.

I have often spoken of investment mechanisms using the screener, the better, because you can do the backtest, is published weekly by The Mechanical Investor (click on screen rankings) with data taken from the authoritative Value Line.

Here are the results one year and the beginning (11-1-2002) by selecting one of the first 3, 5, 10 shares for each screener with weekly rebalancing. (Codes are descriptive of the screen here).

We can draw some interesting conclusions, which compared with a negative return of S & P500 and Nasdaq several simple screen were able to beat the broad market, as the PIH4 (* number of institutional change at 4 weeks) based on +991% momentum.

Not always, however, the past returns are a guarantee of the future as the SOS C despite a +748% since the beginning, in 2008, has lost -40%.

Finally it is interesting to note that the screen LOWPB (3 azioni) con uno dei parametri più utilizzati in analisi fondamentale ovvero il Price/Book Value sia il peggiore in assoluto con una perdita dal 2002 del 96%!!