<?xml version="1.0" encoding="UTF-8"?>
<rss version="2.0"
	xmlns:content="http://purl.org/rss/1.0/modules/content/"
	xmlns:wfw="http://wellformedweb.org/CommentAPI/"
	xmlns:dc="http://purl.org/dc/elements/1.1/"
	xmlns:atom="http://www.w3.org/2005/Atom"
	xmlns:sy="http://purl.org/rss/1.0/modules/syndication/"
	xmlns:slash="http://purl.org/rss/1.0/modules/slash/"
	>

<channel>
	<title>CXO Advisory</title>
	<atom:link href="http://www.cxoadvisory.com/feed/" rel="self" type="application/rss+xml" />
	<link>http://www.cxoadvisory.com</link>
	<description></description>
	<lastBuildDate>Wed, 16 May 2012 20:02:48 +0000</lastBuildDate>
	<language>en</language>
	<sy:updatePeriod>hourly</sy:updatePeriod>
	<sy:updateFrequency>1</sy:updateFrequency>
			<item>
		<title>Moving Averages and REIT Indexes [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/20892/technical-trading/moving-averages-and-reit-indexes/</link>
		<comments>http://www.cxoadvisory.com/20892/technical-trading/moving-averages-and-reit-indexes/#comments</comments>
		<pubDate>Wed, 16 May 2012 10:09:07 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Real Estate]]></category>
		<category><![CDATA[Technical Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20892</guid>
		<description><![CDATA[Does timing based on simple moving averages (SMA) work for U.S. Real Estate Investment Trust (REIT) indexes? If so, which moving average is best? In his March 2012 paper entitled &#8220;The Market Timing Power of Moving Averages: Evidence from US REIT Indexes&#8221;, Paskalis Glabadanidis tests the effectiveness of SMAs for timing ten value-weighted and ten similar equal-weighted U.S. <a href="http://www.cxoadvisory.com/20892/technical-trading/moving-averages-and-reit-indexes/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20892/technical-trading/moving-averages-and-reit-indexes/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Inflation Forecast Update</title>
		<link>http://www.cxoadvisory.com/5266/economic-indicators/inflation-forecast-update/</link>
		<comments>http://www.cxoadvisory.com/5266/economic-indicators/inflation-forecast-update/#comments</comments>
		<pubDate>Tue, 15 May 2012 12:45:43 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Economic Indicators]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=5266</guid>
		<description><![CDATA[The Inflation Forecast now incorporates actual total and core Consumer Price Index data for April 2012. The actual total (core) inflation rate for April is slightly lower than (slightly higher than) forecasted. The new actual and forecasted inflation rates will flow into Real Earnings Yield Model projections about the end of May. You May Also <a href="http://www.cxoadvisory.com/5266/economic-indicators/inflation-forecast-update/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/5266/economic-indicators/inflation-forecast-update/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Simple Tests of DBV as Diversifier [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/20800/strategic-allocation/simple-tests-of-dbv-as-diversifier/</link>
		<comments>http://www.cxoadvisory.com/20800/strategic-allocation/simple-tests-of-dbv-as-diversifier/#comments</comments>
		<pubDate>Tue, 15 May 2012 10:03:29 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Currency Trading]]></category>
		<category><![CDATA[Strategic Allocation]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20613</guid>
		<description><![CDATA[Does adding a proxy for the currency carry trade among developed economies (long futures on three currencies with the highest interest rates and short futures on three currencies with the lowest interest rates) to a diversified portfolio improve its performance? To check, we add PowerShares DB G10 Currency Harvest (DBV) to the following mix of asset class proxies <a href="http://www.cxoadvisory.com/20800/strategic-allocation/simple-tests-of-dbv-as-diversifier/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20800/strategic-allocation/simple-tests-of-dbv-as-diversifier/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>New &#8220;Currency Trading&#8221; Category</title>
		<link>http://www.cxoadvisory.com/20911/currency-trading/new-currency-trading-category/</link>
		<comments>http://www.cxoadvisory.com/20911/currency-trading/new-currency-trading-category/#comments</comments>
		<pubDate>Mon, 14 May 2012 16:02:47 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Currency Trading]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20911</guid>
		<description><![CDATA[There is a new &#8220;Currency Trading&#8221; category in the list of blog categories above collecting related entries. You May Also Enjoy... New &#8220;Strategic Allocation&#8221; Category Optimized Currency Trading as Portfolio Diversifier Aggregate Technical Trading and Currency Exchange Rates]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20911/currency-trading/new-currency-trading-category/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Enhancing the Currency Carry Trade [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/20868/volatility-effects/enhancing-the-currency-carry-trade/</link>
		<comments>http://www.cxoadvisory.com/20868/volatility-effects/enhancing-the-currency-carry-trade/#comments</comments>
		<pubDate>Mon, 14 May 2012 10:04:38 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Currency Trading]]></category>
		<category><![CDATA[Volatility Effects]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20868</guid>
		<description><![CDATA[Are there ways to enhance the currency carry trade (long currencies offering high interest rates and short those offering low rates)? In the May 2012 version of their paper entitled &#8220;Average Variance, Average Correlation and Currency Returns&#8221;, Gino Cenedese, Lucio Sarno and Ilias Tsiakas investigate the ability of components of the currency exchange market risk (variance of <a href="http://www.cxoadvisory.com/20868/volatility-effects/enhancing-the-currency-carry-trade/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20868/volatility-effects/enhancing-the-currency-carry-trade/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Dueling Consensus Forecasts of Economic Indicators [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/20804/investing-expertise/dueling-consensus-forecasts-of-economic-indicators/</link>
		<comments>http://www.cxoadvisory.com/20804/investing-expertise/dueling-consensus-forecasts-of-economic-indicators/#comments</comments>
		<pubDate>Fri, 11 May 2012 10:08:00 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Economic Indicators]]></category>
		<category><![CDATA[Investing Expertise]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20804</guid>
		<description><![CDATA[Which consensus forecast of U.S. economic indicators is best? How does the U.S. equity market react to consensus forecast errors? In their April 2012 paper entitled &#8220;Market Reaction to Information Shocks: Does the Bloomberg and Briefing.com Survey Matter?&#8221;, Linda Chen, George Jiang and Qin Wang investigate the accuracy of, and equity futures market reactions to, competing Bloomberg <a href="http://www.cxoadvisory.com/20804/investing-expertise/dueling-consensus-forecasts-of-economic-indicators/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20804/investing-expertise/dueling-consensus-forecasts-of-economic-indicators/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Simple Tests of Sy Harding&#8217;s Seasonal Timing Strategy</title>
		<link>http://www.cxoadvisory.com/2640/calendar-effects/simple-test-of-sy-hardings-seasonal-timing-strategy/</link>
		<comments>http://www.cxoadvisory.com/2640/calendar-effects/simple-test-of-sy-hardings-seasonal-timing-strategy/#comments</comments>
		<pubDate>Thu, 10 May 2012 10:00:50 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Calendar Effects]]></category>
		<category><![CDATA[Technical Trading]]></category>
		<category><![CDATA[Guru]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com.php5-14.websitetestlink.com/?p=2640</guid>
		<description><![CDATA[Several readers have inquired about the performance of Sy Harding&#8217;s Street Smart Report Online, which includes the Seasonal Timing Strategy. This strategy combines &#8220;the market&#8217;s best average calendar entry [October 16] and exit [April 20] days with a technical indicator, the Moving Average Convergence Divergence (MACD).&#8221; According to Street Smart Report Online, applying this strategy <a href="http://www.cxoadvisory.com/2640/calendar-effects/simple-test-of-sy-hardings-seasonal-timing-strategy/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/2640/calendar-effects/simple-test-of-sy-hardings-seasonal-timing-strategy/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Alternative Asset Class ETF Momentum Allocations [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/20199/momentum-investing/alternative-asset-class-etf-momentum-allocations/</link>
		<comments>http://www.cxoadvisory.com/20199/momentum-investing/alternative-asset-class-etf-momentum-allocations/#comments</comments>
		<pubDate>Wed, 09 May 2012 18:04:02 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Momentum Investing]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=20199</guid>
		<description><![CDATA[A subscriber suggested an alternative to the &#8221;Simple Asset Class ETF Momentum Strategy&#8221; that weights asset class ETFs according to six-month lagged return ranking (such as 35-25-20-10-4-3-2-1) rather than allocating all funds to the winner. Do the diversification benefits of this alternative outweigh the loss of momentum purity? To investigate, we return to the following eight asset class exchange-traded <a href="http://www.cxoadvisory.com/20199/momentum-investing/alternative-asset-class-etf-momentum-allocations/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/20199/momentum-investing/alternative-asset-class-etf-momentum-allocations/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Simple Asset Class ETF Momentum Strategy Robustness/Sensitivity Tests [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/19039/momentum-investing/simple-asset-class-etf-momentum-strategy-robustnesssensitivity-tests/</link>
		<comments>http://www.cxoadvisory.com/19039/momentum-investing/simple-asset-class-etf-momentum-strategy-robustnesssensitivity-tests/#comments</comments>
		<pubDate>Wed, 09 May 2012 14:04:59 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Momentum Investing]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=19039</guid>
		<description><![CDATA[How sensitive is the performance of the &#8220;Simple Asset Class ETF Momentum Strategy&#8221; to selecting ranks other than winners and to choosing a momentum ranking interval other than six months? This strategy each month ranks the following eight asset class exchange-traded funds (ETF), plus cash, on past return and rotates to the strongest class: PowerShares DB Commodity Index Tracking (DBC)iShares <a href="http://www.cxoadvisory.com/19039/momentum-investing/simple-asset-class-etf-momentum-strategy-robustnesssensitivity-tests/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/19039/momentum-investing/simple-asset-class-etf-momentum-strategy-robustnesssensitivity-tests/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
		<item>
		<title>Simple Asset Class ETF Momentum Strategy [PREMIUM]</title>
		<link>http://www.cxoadvisory.com/18886/momentum-investing/simple-asset-class-etf-momentum-strategy-performance/</link>
		<comments>http://www.cxoadvisory.com/18886/momentum-investing/simple-asset-class-etf-momentum-strategy-performance/#comments</comments>
		<pubDate>Wed, 09 May 2012 10:04:50 +0000</pubDate>
		<dc:creator>Steve LeCompte</dc:creator>
				<category><![CDATA[Momentum Investing]]></category>

		<guid isPermaLink="false">http://www.cxoadvisory.com/?p=18886</guid>
		<description><![CDATA[Does a simple momentum strategy applied to tradable asset class proxies produce attractive results? To investigate, we test a simple strategy on the following eight asset class exchange-traded funds (ETF), plus cash: PowerShares DB Commodity Index Tracking (DBC)iShares MSCI Emerging Markets Index (EEM)iShares MSCI EAFE Index (EFA)SPDR Gold Shares (GLD)iShares Russell 1000 Index (IWB)iShares Russell 2000 Index (IWM)SPDR Dow Jones REIT (RWR)iShares <a href="http://www.cxoadvisory.com/18886/momentum-investing/simple-asset-class-etf-momentum-strategy-performance/"><strong>More...</strong></a>]]></description>
		<wfw:commentRss>http://www.cxoadvisory.com/18886/momentum-investing/simple-asset-class-etf-momentum-strategy-performance/feed/</wfw:commentRss>
		<slash:comments>0</slash:comments>
		</item>
	</channel>
</rss>

