Post #2864 by sdsaavedra on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Thanks for the link.

They show mighty good empirical evidence for what we already suspected, too:

<Investor Takeaways
These studies show how markets become more efficient over time, as information becomes faster and cheaper to access. As findings are published, anomaly returns tend to shrink, and when the anomalies are behavioral-based, they are often eliminated once trading costs are considered. In other words, the markets are becoming increasingly efficient as large databases and faster computers enable arbitragers to uncover anomalies and learn how to exploit them.>

:-)Shawn

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