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Blog Post: AllAboutAlpha: From Ring Knockouts to Court Deliberations: How Markets Predict

April 2, 2012 by MoneyScience   Comments (0)

Consider the sort of information that was coming out of the Supreme Court building in Washington as oral arguments over the Patient Protection and Affordable Care Act (ObamaCare) proceeded last week. A lawyer, arguing that the recently enacted health care bill is constitutional under familiar commerce-clause precedents, found himself on the receiving end of rather aggressive questions from a certain Justice. Suppose, then, that you have a substantial investment in a health insurance company, or...

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Blog Post: EconometricsBeat: Unit Root Tests With Missing Observations

April 1, 2012 by MoneyScience   Comments (0)

Whenever we test the stationarity of our time-series data we use a "complete" historical time-series. That's to say, there can't be any "gaps" in the series,arising perhaps due to data observations that were not recorded, are contaminated, or are such extreme outliers that they are unbelievable and have to be discarded. If observations are missing, for whatever reason, then we can't apply standard tests such as the Augmented-Dickey-Fuller (ADF) test, or the Kwiatowski, Phillips, Schmidt and...

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Blog Post: TheReformedBroker: The New ST 50 List Is Out

April 1, 2012 by MoneyScience   Comments (0)

This is a good place to begin prepping for the Quarter, no matter what your investment discipline is.

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Blog Post: TheReformedBroker: Winners and Losers from the New Rise in Corporate IT Spend

April 1, 2012 by MoneyScience   Comments (0)

BYOD (Bring Your Own Device) is the real thing - corporate-issued BlackBerries are so over, now its all about making the apps and software work with your employees' existing iPhone and iPad and Android devices (winner is $AAPL)

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Blog Post: EconometricsBeat: A Very Sad Day for Econometrics

April 1, 2012 by MoneyScience   Comments (0)

It's with great sadness that we learned this morning that Hal White (UCSD) has passed away. An econometrician of enormous stature, he will be greatly missed. James Hamilton had this to say. © 2012, David E. Giles

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Blog Post: TimingLogic: $4 Gas Is A Result Of Wall Street Manipulation Says Former Senator Byron Dorgan

April 1, 2012 by MoneyScience   Comments (0)

Senator Dorgan was the person Bill Moyers interviewed in our post last week.  The person who stood on the Senate floor 13 years ago and gave a speech on the impending doom by allowing Wall Street to run roughshod over our economy by deregulating it.  If, by now, you still don’t understand how financial firms are manipulating commodities, you are truly a dunce or deluded by your own ideological beliefs.   This is a topic we have hammered on since starting this...

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