1. One would think that the universal brotherhood of central flexions would work to create a positive ambiance at the open market meeting today, with helpful comments from any flexions with big positions in Asia vis a vis electricity et al.

What is the evidence that rebalancing asset allocations between bonds and stocks on a monthly, quarterly, or yearly basis leads to non-random results?

Does dollar cost averaging lead to better outcomes than random buying?

2. It is an interesting sidelight that with all that's going on, the greatest turmoil and tragedy in at least 3 years, the market dropped a quick 1/2% before the ridiculously unimportant NABH housing market index for fear that ???? It would be down or something. What fools these mortals be. And what better demonstration of the ephemeral nature of the public.

Anatoly Veltman writes:

It reminds me of an old hilarious caricature, illustrating a TV anchor going: "The markets world-wide plunged over 90% of their value on astronomers' confirmation that history's largest asteroid is on inevitable collision course with Earth. They have rebounded sharply midday on rumors that the Federal Reserve may lower the Discount Rate".

Sam Marx writes:

Thank goodness for the ephemeral nature of the public.


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