The book Quantitative Momentum by Wes Gray and Jack Vogel describes in detail how to build a momentum model. Backed up with the history of financial analysis, limitations of momentum investing and tons of backtested data. Thumbs up.
The Rebirth of Boring?
What a Bull Market Looks Like
Charts and Wine on Wednesday
JC Parets, a very capable technician as well as fellow wine aficionado, wrote a great post on All Star Charts comparing sommeliers to technical analysts. Specifically, he discussed the methodical way in which sommeliers evaluate a wine during a tasting to the methodical way that a technical analyst reviews the weight of the evidence...
Confirmation Bias and Mindfulness
Remember Rule Number Six
Rethinking bearish divergences
"Two roads diverged in a wood and I... I followed price... because that's what is most important." -David Keller
So I posted this recently on Twitter
Mindless vs. Mindful Investing
Energy stocks showing bullish divergence
I wrote a piece earlier for stockcharts.com discussing home bias, which is the tendency for people to own companies that are located close to their home. One of the ways I suggested to combat this bias was to make sure to screen for stocks across markets and regions...
Active Management and Contrarian Thinking
I recently listened to an interview with Rob Arnott from Research Associates entitled "Rob Arnott on Why Active Managers Fail." Despite its poorly worded title (Rob explains why some active managers do outperform, see below), it's definitely worth a six minute listen...