Comments on: Your Irrational Brain & What Happens When You Are Loss Averse http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: WorldBeta http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-4427 WorldBeta Mon, 22 Feb 2010 21:26:23 +0000 http://www.mebanefaber.com/?p=2564#comment-4427 Fixed thanks. Fixed thanks.

]]> By: WorldBeta http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3678 WorldBeta Mon, 22 Feb 2010 15:26:23 +0000 http://www.mebanefaber.com/?p=2564#comment-3678 Fixed thanks. Fixed thanks.

]]> By: Anrod http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3659 Anrod Wed, 17 Feb 2010 05:10:39 +0000 http://www.mebanefaber.com/?p=2564#comment-3659 You may want to clean up your table above: in your column: Market < 10 month SMA, your entry for % of time (27.08) seems accurate for US stocks, and then gets repeated for each asset class, while the "% above" varies. I know that's not your main point, but I thought you'd prefer to have it right. <br>Is there an example you could share of something that works significantly better than the 10 Month SMA? You may want to clean up your table above: in your column: Market < 10 month SMA, your entry for % of time (27.08) seems accurate for US stocks, and then gets repeated for each asset class, while the “% above” varies. I know that's not your main point, but I thought you'd prefer to have it right.
Is there an example you could share of something that works significantly better than the 10 Month SMA?

]]> By: brettalexander http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3643 brettalexander Thu, 11 Feb 2010 19:42:27 +0000 http://www.mebanefaber.com/?p=2564#comment-3643 Meb,<br><br>If you have time and it is not too much of an effort, do you happen to know what the correlation between those asset classes are above and below the 10 month moving average? Can we safely assume there is an increase in correlation between the classes below the 200 day MA and if so , isn't this one more reason for some kind of tactical timing model??<br><br>Thanks Meb,

If you have time and it is not too much of an effort, do you happen to know what the correlation between those asset classes are above and below the 10 month moving average? Can we safely assume there is an increase in correlation between the classes below the 200 day MA and if so , isn't this one more reason for some kind of tactical timing model??

Thanks

]]> By: macclary http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3641 macclary Thu, 11 Feb 2010 00:56:01 +0000 http://www.mebanefaber.com/?p=2564#comment-3641 Cocaine Survivors Losing London Bonus See End to Bubble’s Binge<br><a href="http://www.bloomberg.com/apps/news?pid=20601109&sid=aGS4vvPvwFl8" rel="nofollow">http://www.bloomberg.com/apps/news?pid=20601109...</a> Cocaine Survivors Losing London Bonus See End to Bubble’s Binge
http://www.bloomberg.com/apps/news?pid=20601109…

]]> By: WorldBeta http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3640 WorldBeta Wed, 10 Feb 2010 20:16:29 +0000 http://www.mebanefaber.com/?p=2564#comment-3640 <a href="http://www.mebanefaber.com/faq/" rel="nofollow">http://www.mebanefaber.com/faq/</a> http://www.mebanefaber.com/faq/

]]> By: Squash http://www.mebanefaber.com/2010/02/10/your-irrational-brain-what-happens-when-you-are-loss-averse/comment-page-1/#comment-3639 Squash Wed, 10 Feb 2010 19:23:14 +0000 http://www.mebanefaber.com/?p=2564#comment-3639 Meb, do you think the difference would increase if the SMA was changed to 6 instead of 10? Out of curiosity why did you pick 10SMA? Meb, do you think the difference would increase if the SMA was changed to 6 instead of 10? Out of curiosity why did you pick 10SMA?

]]>