Lewis A. Glenn

Independent

SCHOLARLY PAPERS

8

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8

Scholarly Papers (8)

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1.

Long-Term Investing in Triple Leveraged Exchange Traded Funds

Number of pages: 15 Posted: 13 Jan 2021
Lewis A. Glenn
Independent
Downloads 3,044 (7,707)

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Triple leveraging, strategy, draw down

2.

Simple and Effective Market Timing with Tactical Asset Allocation

Number of pages: 13 Posted: 17 May 2014
Lewis A. Glenn
Independent
Downloads 2,948 (8,124)
Citation 1

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market timing, tactical asset allocation, paired switching, Ivy 5

3.

Simple and Effective Market Timing with Tactical Asset Allocation Part 2 - Choices

Number of pages: 12 Posted: 05 Mar 2018 Last Revised: 27 Apr 2018
Lewis A. Glenn
Independent
Downloads 2,411 (11,161)

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market timing, algorithm, model, tactical asset allocation

4.

Beat the Market - A Strategy for Conservative Investors

Number of pages: 11 Posted: 14 Dec 2008
Lewis A. Glenn
Independent
Downloads 893 (49,594)
Citation 2

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5.

Adaptive Market Timing with ETFs

Number of pages: 18 Posted: 29 Dec 2010
Lewis A. Glenn
Independent
Downloads 837 (54,208)

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ETF, market timing, volatility, optimization, parameterization

6.

Market Timing Using Exchange Traded Funds

Number of pages: 17 Posted: 31 May 2010
Lewis A. Glenn
Independent
Downloads 705 (68,070)

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Market timing, ETFs, Inverse ETFs, MALBV

7.

On Randomness and the NASDAQ Composite

Number of pages: 19 Posted: 25 Apr 2008
Lewis A. Glenn
Independent
Downloads 269 (208,482)
Citation 6

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Randomness, Monte Carlo, Hurst Exponent

8.

Monte Carlo Simulations of the NASDAQ Composite

Number of pages: 10 Posted: 25 Apr 2008 Last Revised: 30 Apr 2008
Lewis A. Glenn
Independent
Downloads 194 (284,624)

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Monte Carlo, Non-stationary Distribution, Memory, Streak Statistics