Lewis A. Glenn

Independent

No Address Available

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 9,916

in Total Papers Downloads

4,703

SSRN CITATIONS

1

CROSSREF CITATIONS

7

Scholarly Papers (7)

1.

Simple and Effective Market Timing with Tactical Asset Allocation

Number of pages: 13 Posted: 17 May 2014
Lewis A. Glenn
Independent
Downloads 1,839 (8,436)
Citation 1

Abstract:

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

2.

Adaptive Market Timing with ETFs

Number of pages: 18 Posted: 29 Dec 2010
Lewis A. Glenn
Independent
Downloads 722 (34,522)

Abstract:

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ETF, market timing, volatility, optimization, parameterization

3.

Beat the Market - A Strategy for Conservative Investors

Number of pages: 11 Posted: 14 Dec 2008
Lewis A. Glenn
Independent
Downloads 718 (34,766)
Citation 2

Abstract:

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4.

Market Timing Using Exchange Traded Funds

Number of pages: 17 Posted: 31 May 2010
Lewis A. Glenn
Independent
Downloads 600 (44,215)

Abstract:

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Market timing, ETFs, Inverse ETFs, MALBV

5.

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 562 (48,260)

Abstract:

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market timing, algorithm, model, tactical asset allocation

6.

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 132 (218,322)

Abstract:

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

7.

On Randomness and the NASDAQ Composite

Number of pages: 19 Posted: 25 Apr 2008
Lewis A. Glenn
Independent
Downloads 130 (220,885)
Citation 5

Abstract:

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Randomness, Monte Carlo, Hurst Exponent