WhaleWisdom has a new hedging strategy for backtests, the Monthly Moving Average Hedge. Now you can set a monthly moving average for your hedge to watch (the default is 10 months).  If your long portfolio’s performance drops below the moving average then your portfolio will be hedged by shorting the S&P 500.  So if you set a […]

We’ve been busy building out some new enhancements to the 13F backtesting engine. Some of the improvements include: Hedging Strategies Now you can optionally add hedging to your backtes to protect against downside market risk.  Hedging is done by shorting the S&P 500.  Internally this is accomplished by buying shares in SH, the S&P 500 short […]

Now you can get an email alert whenever a security you’re tracking releases a specific Form 8-K event.  Form 8-K’s are sent out by publicly traded companies within 4 days of a material events.  Events such as signing a material transaction agreement bankruptcies or receiverships mine shutdowns or violations of mine health and safety laws delisting […]

Whalewisdom.com has rolled out an improved filer search at http://whalewisdom.com/search/advanced_filer_search. Improvements include: the ability to drilldown by certain types of filers: 13F filers management investment companies open-end investment companies closed-end investment companies Filter by one or more states Filter by a total market value range based on the filer’s last 13F holdings report Filter by the […]

The Whalewisdom Heat Map for Q4 2012 is ready.  Initial results are in the table below.   Please note that these values may change as new and amended 13F filings are processed. Whalewisdom was unable to release new filings from around 3:30PM EST to around 7:30PM EST on Thursday due to a huge surge in 13D/G filings […]