Yes. I can not invest in my neighbor's residence. One has to go by the choice offered by the market. You can argue invest in rental properties....
Then it is not apple to apple to comparisons. Owning home is not an investment, it is an asset along with lot sweat equity. Also comes with...
I think that research is done by real estate developers. It is not true in public traded markets. Here is the return and volatility since REIT's...
Buy and hold investing and value investing are two different things. One could buy&hold growth fund and ETF's too
I think you are comparing two different time frames. ES is daily and SPY is 240 min (I think). That is why 200 ma looks so different
Yes. As i mentioned before it was based on the calculated values. VXO was launched in 1993.
I think he was referring to VXO (previous incarnation of VIX) in 1987. CBOE incorporated VXO in early 90's, but early calculations of that method...
What you are describing is similar to Constant Proportion Portfolio Insurance (CPPI) strategy. There are couple of variations around that...
It was certainly black-swan event for XIV
https://www.investing.com/indices/indices-futures
If you define rich as top 1%er by net-worth (not counting their home equity), it is in $6 million range according to Federal reserve survey of...
You can determine volatility factor by looking into recent historic vol (say 20 day), ATM option vol or even ATR (average true range)
Thanks.
Could you point to recent stuff?
2012 study by Vanguard: "Also of interest is the result for the Fed Model, which we find has had poor success in predicting long-term stock...
Not my research, Research done by AQR and other paper by Estrada. Where is your research or quote to support your position? BTW, if you look at...
Lol, Better than well thoughtful researched defense of yours
In my opinion, even that is an illusion. Empirical fit holds true only in low inflation environment. I have not looked at the data of 30 year...
https://www.aqr.com/library/journal-articles/fight-the-fed-model [ATTACH] [ATTACH]...
Agree
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