Eric Falkenstein
Eric Falkenstein's Latest Articles | 135
FX Carry Trade is Back
Uncovered interest rate parity suggests that currency returns should relate to interest rates in a pretty straightforward way. For example, the short-term interest... Read »
Health Care End Game Predictable
Ever notice how quickly the health care debate turns to insurance? It has long seemed to me that this is just a trick to advance redistribution under a different... Read »
Correlations in Down Markets Aren’t That Different
Many people assert that correlations totally break down in down markets. I created a bunch of portfolios from the Russell 2000 going back to July 1962 using the... Read »
Gold/SPY Ratio a Puzzler
If Gold and the stock market are both geometric brownian motion, what are the odds of this pattern? It looks like there’s a clear trend from when the US closed... Read »
Why High Frequency Trading is Not a Problem
Many people are concerned about the fact that some people can trade more frequently than they can due to having a large infrastructure of high speed computers and... Read »
Al Gore, Sociologists, Address High-Frequency Trades
Al Gore’s latest tome The Future warns us that: There are already several reckless practices that should be immediately stopped: the sale of deadly weapons... Read »
CBO Shenanigans
The US budget deficit has been large for quite a while, and there doesn’t seem to be a lot in terms of revenue increases or expenditure cuts in the pipeline.... Read »
Apple (AAPL) Stock: The Case for Up
With the VIX at lows, and central banks across the globe printing money at breakneck pace, it seems a great time to be long equities. Not that I think this is good... Read »
Cult of the Presidency
Watching the media’s anticipation of Obama’s press conference after the tragic school shooting in Connecticut, I was reminded of the great book The Cult... Read »
Is Low Vol a Beta Phenomenon?
Eugene Fama states that the low volatility anomaly is really just the excess return low beta, and this has been well known for 50 years. I think its indisputable... Read »
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Latest Posts
- Top Stocks Upgrades-Downgrades June 19, 2013
- Trade Ideas: BBRY, F
- Musk Watch – TSLA, SCTY
- Tesla (TSLA) Issues Minor Recall of its Model S Cars
- General Electric (GE) Breaks Out on New ‘Industrial Internet’ Project
- Options Activity Alert: LZB, DD, PRLB
- Gold May Yet Again Shine for Investors
- Detroit: D is for Disaster
- This Currency Pair Is Causing Gold To Fall – GLD, DGP, GDX
- Top Stocks Upgrades-Downgrades June 18, 2013
