Research: Market Timing (PrefLetter Version)

A look at market timing, with notes on correlation analysis and default risk. This essay borrows heavily from the PrefBlog post Market Timing?.

Look for the research link!

This entry was posted on Friday, June 3rd, 2022 at 9:38 am and is filed under Publications. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

2 Responses to “Research: Market Timing (PrefLetter Version)”

  1. stusclues says:
    June 3, 2022 at 11:52 am

    Position maintenance (i.e. setting limits in nominal or % portfolio amounts AND sticking to them) can look very much like market timing in hindsight (a point made by James numerous times). It isn’t but it does add incremental value to the standbys of “clipping coupons” and swapping (monetizing relative value).

  2. Research : Correlation Analysis and the Canadian Preferred Share Market « PrefBlog says:
    July 20, 2022 at 10:50 am

    […] essay is largely copy-pasted from the appendix to the October, 2009, edition of this newsletter (charts have been updated and the text lightly edited), which in turn borrowed heavily from my blog […]

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