tag:blogger.com,1999:blog-2676650858658561710.post4981316015784495737..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: September Performance After Bad AugustsRob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-2676650858658561710.post-8260284204864962782011-09-28T08:45:32.193-04:002011-09-28T08:45:32.193-04:00Sept. definitely showed that predicted continued v...Sept. definitely showed that predicted continued volatility, Rob. Another excellent analysis.Danielhttps://www.blogger.com/profile/07748117214432133196noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-30071975103394507202011-09-03T10:51:37.732-04:002011-09-03T10:51:37.732-04:00I wonder if adding an above/below 200MA would filt...I wonder if adding an above/below 200MA would filter the data to more of an edge?DanielBhttps://www.blogger.com/profile/07638671726469516830noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-49168172994133589152011-09-02T19:54:47.115-04:002011-09-02T19:54:47.115-04:00I have VXV data going back to 2007 that I down loa...I have VXV data going back to 2007 that I down loaded from the CBOE website. I found a letter from you using Google http://investmentpoetry.com/wp-content/uploads/2010/08/2010-08-09-QE-Weekly-Research-Letter.pdf. At the bottom, you state that you have data going back to 2002. Can you please post a link to that data on your site or tell me where I can find it. <br /><br />Thanks,<br /><br />JohnUnknownhttps://www.blogger.com/profile/05671859322537283448noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-46681010820794775072011-09-02T13:09:41.484-04:002011-09-02T13:09:41.484-04:00i think it would be interesting to compare aug -se...i think it would be interesting to compare aug -sept combination with other 2 month combinations to show that it is not just a aug-sept effect.fractalshttps://www.blogger.com/profile/11780801787892729042noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-64878524073297167662011-09-01T17:02:02.013-04:002011-09-01T17:02:02.013-04:00Inote that the more recent the data, the better Se...Inote that the more recent the data, the better September did. Four out of the last five up over the last 20 years sounds a lot better than break even over 45 years.<br /><br />It leads me to wonder - is older data as relevant as more recent numbers?Michelehttps://www.blogger.com/profile/11446439300213187649noreply@blogger.com