Articles by OSM

Price is what you pay

November 29, 2019 | OSM

Stock analysts are usually separated into two philosophical camps: fundamental or technical. The fundamental analyst uses financial statements, economic forecasts, industry knowledge, and valuation to guide his or her investment process. The technical analyst uses prices, charts, and a whole host of “indicators”. In reality, few stock analysts are purely ...
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Playing with averages

November 22, 2019 | OSM

In a previous post we compared the results from employing a 200-day moving average tactical allocation strategy to a simple buy-and-hold investment in the S&P500. Over the total period, the 200-day produced a higher cumulative return as well as ...
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Playing with averages

November 22, 2019 | OSM

In a previous post we compared the results from employing a 200-day moving average tactical allocation strategy to a simple buy-and-hold investment in the S&P500. Over the total period, the 200-day produced a higher cumulative return as well as ...
[...Read more...]

Calling covered data

October 8, 2019 | OSM

In our last post on covered calls we introduced the CBOE’s buy-write index (or BXM), whose underlying is the S&P500 index. We looked at some of the historical data, made a few comparisons between the index and the S&P, and noted that there was a report that ...
[...Read more...]

Calling covered data

October 8, 2019 | OSM

In our last post on covered calls we introduced the CBOE’s buy-write index (or BXM), whose underlying is the S&P500 index. We looked at some of the historical data, made a few comparisons between the index and the S&P, and noted that there was a report that ...
[...Read more...]

Who’s covered

August 30, 2019 | OSM

One of the simplest options strategies is known as the covered call. For this strategy, an investor who already owns a stock elects to sell (or write) an option contract to surrender that stock at a specified price (known as the strike) at some poin...
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Who’s covered

August 30, 2019 | OSM

One of the simplest options strategies is known as the covered call. For this strategy, an investor who already owns a stock elects to sell (or write) an option contract to surrender that stock at a specified price (known as the strike) at some poin...
[...Read more...]

Tens and twos

August 16, 2019 | OSM

Only three months ago, market pundits were getting lathered up about the potential for an inverted yield curve. We discussed that in our post Fed up. But a lot has changed since then. One oft-used measure of the yield curve, the time spread (10-yea...
[...Read more...]

Tens and twos

August 16, 2019 | OSM

Only three months ago, market pundits were getting lathered up about the potential for an inverted yield curve. We discussed that in our post Fed up. But a lot has changed since then. One oft-used measure of the yield curve, the time spread (10-yea...
[...Read more...]

A weighty matter

August 9, 2019 | OSM

When we were testing random correlations and weighthings in our last post on diversification, we discovered that randomizing correlations often increased portfolio risk. Then, when we randomized stock weightings on top of our random correlations, we...
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