Monthly Archives: July 2008

The 10 percent FILTER

10 per cent moves may be a normal volatility on an emerging market like ROMANIA. But when a stock makes a year high while broad market is still making new lows, we have more than a bad volatility case here, we have outperformance. There are only seven stocks which are positive for the year and [...]
Posted in XTR | Tagged | Leave a comment

How good is GREED?

Warren Buffet calls it calculated, Ivan Boesky (1987 Wall Street Arbitrageur) said its good, Catholicism considers it one among the top seven sins and environmentalists may call it a disease. Greed means different things to different people. And speculation though considered the foundation stone of the capitalist society, in its extreme form, greed, can bring [...]
Posted in Primers | Tagged | Leave a comment

XTR 21 - The new components

Last whole week we have been working on the new issue of XTR 21. Our leading blue chip index is 6 months old and a clear market leader. We have some performance history now and we wanted to rerun the model before we start the second half of the year. As we mentioned prior, statistical [...]
Posted in XTR | Tagged | Leave a comment