The Quant Investor's Almanac 2011: A Roadmap to Investing -- CONTENTS -- PREFACE -- INTRODUCTION TO QUANTITATIVE INVESTING -- WHAT IS QUANTITATIVE INVESTING? -- HOW DOES IT WORK? -- HOW DOES IT DIFFER -- TRADITIONAL INVESTING? -- OVERVIEW OF TRADING STRATEGIES -- WHAT STRATEGIES ARE COVERED IN THIS ALMANAC -- WHICH TYPES OF ORDERS ARE BEST FOR QUANT INVESTORS -- THE COSTS OF QUANT INVESTING -- HOW TO USE THIS ALMANAC -- JANUARY: NEW IDEAS IN QUANT INVESTING STRATEGIES: STOCKS -- CAN STOCK TRADING VOLUME AND LIQUIDITY PREDICT STOCK RETURNS? -- INVESTORS TREATING STOCKS LIKE LOTTERY TICKETS TEND TO LOSE -- "OVERVALUED" EQUITIES CAN BE GOOD INVESTMENTS -- WHEN A RECESSION LOOMS, BANK STOCKS ARE AMONG THE FIRST TO SUFFER -- INTERNATIONAL DIVERSIFICATION STILL WORKS, AND WORKS WELL -- FEBRUARY: CUTTING-EDGE QUANT INVESTING STRATEGIES: FOREIGN EXCHANGE, MUTUAL FUNDS, AND ETFs -- TRADING ETFS ON CORRELATION RISK -- FOREIGN EXCHANGE IS AN INVESTABLE ASSET, TOO -- USING FOREIGN CURRENCIES TO HEDGE EQUITY PORTFOLIOS -- INVESTING IN A 401(K)? AVOID YOUR COMPANY'S TRUSTEES -- WHAT IS THE BEST WAY TO ALLOCATE YOUR 401(K) INVESTMENTS? -- MARCH: NATIONAL OUTPUT AND INCOME -- GDP REPORTS AND THEIR MARKET INFLUENCES -- GROSS PRIVATE DOMESTIC INVESTMENTS AND THE STOCK MARKET -- HOW ARE INDIVIDUALS DOING?-PERSONAL INCOME -- ARE CORPORATE PROFITS A MEANINGFUL ECONOMIC INDICATOR? -- NET EXPORTS AND THE U.S. DOLLAR -- APRIL: SECTORAL PRODUCTION, ORDERS, AND INVENTORIES -- ISM MANUFACTURING INDEX SHOWS ECONOMIC EXPANSIONS AND CONTRACTIONS -- REGIONAL FED SURVEYS: A TOOL FOR UNDERSTANDING THE U.S ECONOMY -- DURABLE GOODS ORDERS -- MANUFACTURERS' SHIPMENTS, INVENTORIES, AND ORDERS -- INDUSTRIAL PRODUCTION AND CAPACITY UTILIZATION -- MAY: CONSUMER SPENDING AND CONFIDENCE -- RETAIL SALES INDEX HAS A SHORT-TERM IMPACT ON U.S. STOCKS -- JOHNSON REDBOOK REPORT.

CONSUMER CONFIDENCE BUOYS THE MARKETS -- ABC NEWS CONSUMER COMFORT INDEX -- U.S. CONSUMER SENTIMENT -- JUNE: HOUSING AND CONSTRUCTION -- CONSTRUCTION SPENDING IS GOOD NEWS TO SOME -- FALLING NUMBERS OF PROSPECTIVE HOMEBUYERS IS BAD NEWS FOR EQUITY MARKETS IN THE UNITED STATES -- NEW SINGLE-FAMILY HOME SALES DRIVE MARKETS -- S&P/CASE-SHILLER HOME PRICE INDEX -- NEED ADDITIONAL PRECISION IN HOUSING DATA? TRY THESE INDICATORS -- JULY: FOREIGN TRADE AND INTERNATIONAL CAPITAL FLOW -- LOOKING TO INVEST LONG-TERM? CHECK CURRENT ACCOUNT BALANCE FOR ECONOMIC TRENDS -- CURRENT ACCOUNT BALANCE AND THE U.S. DOLLAR -- HIGHER INTERNATIONAL TRADE = LOWER U.S. STOCKS -- TICS AND FOREIGN EXCHANGE INVESTING -- FOREIGN FLOWS INTO U.S. BONDS LOWER U.S. INTEREST RATES -- AUGUST: EMPLOYMENT -- EMPLOYMENT IS AN ECONOMIC INDICATOR -- WHICH EMPLOYMENT INDEX IS BEST? -- ADP EMPLOYMENT REPORT -- THE EMPLOYMENT SITUATION -- CHALLENGER, GRAY & CHRISTMAS EMPLOYMENT REPORT -- SEPTEMBER: PRICES, WAGES, AND PRODUCTIVITY -- CONSUMER PRICE INDEX -- PRODUCER PRICE INDEX -- IMPORT AND EXPORT PRICES -- EMPLOYMENT COST INDEX -- NEWS ON PRODUCTIVITY DRIVES MARKETS -- THE PRODUCTIVITY AND COSTS INDEX DOES NOT -- OCTOBER: MONETARY AND FINANCIAL DATA -- BANK STOCKS SHRINK WHEN MONEY SUPPLY IS TIGHTENED -- FLOW OF FUNDS FORECASTS ECONOMY IN MEDIUM TERM -- WATCH OUT FOR STEALTH MONETARY BASE EXPANSIONS BEFORE ELECTIONS -- SENIOR LOAN OFFICERS HAVE INSIGHTS INTO GDP GROWTH -- CONSUMER CREDIT IS WELCOMED BY RETAILERS -- NOVEMBER: FEDERAL RESERVE POLICY AND FEDERAL GOVERNMENT FINANCES -- U.S. TREASURY BILL OFFERINGS ON FOREIGN EXCHANGE -- FEDERAL RESERVE BANK CREDIT ON THE MARKETS -- IS THERE A FLOOR FOR U.S. INTEREST RATES? -- INTEREST RATES AROUND THE WORLD -- DISTILLING UPCOMING INTEREST RATE POSSIBILITIES FROM MARKET DATA -- DECEMBER: INNOVATIVE TRADING IDEAS -- HIGH-FREQUENCY TRADING.

CAN THE MOMENTUM OF SOME STOCKS PREDICT THE DIRECTION OF OTHERS -- TRADING ON OPTION EXPIRATION -- STOCKS THAT ROSE LAST DECEMBER ARE LIKELY TO RISE THIS DECEMBER, TOO -- THE MONDAY EFFECT -- GLOSSARY -- REFERENCES -- ABOUT THE AUTHORS -- INDEX.