Do informed put option buyers predict overall U.S. stock market returns? In her November 2025 paper entitled "Put Option Trading Efficiency", Xiaolin Huo constructs a monthly Put Option Trading Efficiency (POTE) variable to measure the extent to ...
Below is a weekly summary of our research findings for 11/17/25 through 11/21/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...
Does the Thanksgiving holiday, a time of families celebrating plenty, give U.S. stock investors a sense of optimism that translates into stock returns? To investigate, we analyze the historical behavior of the S&P 500 Index during the three trading ...
How do exchange-traded-funds (ETF) that employ artificial intelligence (AI) to pick assets perform? To investigate, we consider ten such ETFs, eight of which are currently available: Amplify AI Powered Equity ETF (AIEQ) - picks U.S. stocks based on a ...
A subscriber suggested review of The Book of Alternative Data: A Guide for Investors, Traders, and Risk Managers , a 2020 book by Alexander Denev and Saeed Amen. In this book, the authors address "the ever growing importance of data, and in ...
A subscriber asked about the relationship between Berkshire Hathaway cash position and S&P 500 Index returns. To investigate, we: Located annual "Berkshire Hathaway (BRK-B) - Cash on Hand" data as a baseline cash pile. Asked Grok to construct a table ...
Can insights inferred from real-time financial news by large language models (LLM) such as ChatGPT 4.0 mini enhance a conventional stock momentum strategy? In their October 2025 paper entitled "ChatGPT in Systematic Investing - Enhancing Risk ...
Below is a weekly summary of our research findings for 11/10/25 through 11/14/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...
A subscriber asked about the performance of a 50-50 combination of a basket of momentum stock exchange-traded funds (ETF) and a basket of quality stock ETFs, specifically with comparison to a 50-50 combination of the Simple Asset Class ETF Value ...
Are stock quality strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider six ETFs, all currently available (from oldest to youngest): Invesco S&P 500 Quality ETF (SPHQ) - seeks to track performance of S&P ...