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15 results for “market timing”
Concept8 mentions across episodes
market timing
Topic2 mentions across episodes
Market timing
...does a market that has that, how does that evolve over time? You know, where there's these exogenous or random shocks into the system. You know, the, you know, earnings go up, earnings go down, interest rate you know, so we're getting some amount of,
44:14 / 45:21
from transcript44:14 – 45:21
...the market is technically very strong, the catalyst is not gonna change the momentum. So what that means in, you know, more specifically, you know? So when you look at the trend investors, you know, they have a range of signals, you know. Like so the
10:25 / 11:31
from transcript10:25 – 11:31
...the market has become less efficient is because of quants themselves. They become a larger and larger portion of the trading in the market, these pod shops. And I have nothing against them. They're producing some absolutely stellar returns, risk adju
35:15 / 36:21
from transcript35:15 – 36:21
...the marketplace. Then what we could do is we could say, well, how how what happens over time? How does a market that has that, how does that evolve over time? You know, where there's these exogenous or random shocks into the system. You know, the, yo
43:34 / 44:41
from transcript43:34 – 44:41
...markets, and, therefore, the ability for a stock trend following strategy to make money is permanently embedded into the American stock market over time. I also know that from time to time, there will be some form of economic crisis or depression as
47:55 / 49:14
from transcript47:55 – 49:14
...do with the market over the short term. So I view valuations through a physics lens as a measure of potential energy. They tell you a lot about how much the market can move if there's a catalyst, but they're not the catalyst themselves. Support for t
32:50 / 34:08
from transcript32:50 – 34:08
...What's idiosyncratic? So you can kinda break this down. Then you can look at the sector. What's correlation between sector? What's correlation within sector? So you can kinda quantify these things and analyze and get some insight. You know, like 2008
18:45 / 19:48
from transcript18:45 – 19:48
...market that could be part of a cyclical top building process. And the way I look at the technical situation, it looks like we could build a top, a medium term top, early in the year in the first quarter and then have a decline. I do not know how deep
14:59 / 16:08
from transcript14:59 – 16:08
looking best predictors of long term performance. And so you guys talk about CAPE ratio, but you also talk about things like just PE ratio and dividend yield. Is it kind of the case, and you can expand on this, do they all kinda say the same thing in
27:50 / 28:51
from transcript27:50 – 28:51
...market timing model over a twelve month time horizon. It's a model that my former boss, Rich Bernstein, developed at Merrill Lynch way back when. When. What he did and what we continue to to to do to this day is you pull all the strategists and you g
9:50 / 10:54
from transcript9:50 – 10:54
...timing the market, when you're coming in and when you're coming out. But often, there's, like, a a third thing that no one could ever predict that you also have to be right about. Oh, pandemic.
3:08:54 / 3:10:03
from transcript3:08:54 – 3:10:03
...market beta. Not to give away the conclusion listeners, but the original question was, does trend following work on stocks? I don't think we'd be here talking about it if the answer was no. With a twenty year retrospective, maybe talk a little bit ab
10:32 / 11:43
from transcript10:32 – 11:43
...market that says stocks are cheap. Right? They all say they're expensive, and usually it's like 90 to 99 percentile. But as an example, the one we often talk about because it's discussed a lot in the media is the ten year p ratio, the cape ratio, whi
4:34 / 5:42
from transcript4:34 – 5:42
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