There is something that I find interesting in each of the links that I give below, but finding a link to be interesting is not the same as endorsing everything the link might say.
Bigcharts.com provides interactive charts of stock prices along with a good selection of widely used technical indicators. It can provide hours of harmless fun. ClearStation, offered by E-trade, is comparable. Although it may seem cluttered at first, its default choices are actually well done.
I think that Map of the Market is brilliant. It provides one with a very quick view of a massive amount of information, and I am sure that there will be many applications of this basic technology. You can say it's "just a table," but this table comes alive.
TurtleTrader.com is probably the most accessed web source for information about trend-following trading systems, and trend following is probably the most used of all technical trading ideas. The site has a point of view, and products are being hawked in the background; nevertheless, the writers are not claques. They even post my favorite line from crusty old Ludwig von Mieses: "Scientific criticism has no nobler task than to shatter false beliefs."
Perhaps the most distinguished academic to publicly acknowledge an interest in technical trading is Andy Lo. Incidentally, Lo is a partner in the not-a-hedge-fund just-an-investment-advisor AlphaSimplex, a firm he discusses in a January 2000 interview.
Many other distinguished academics have made major impact on the investment world, perhaps the most notable being those who took part in the rise and fall of LTCM. There are lessons for everyone in Roger Lowenstein's When Genius Failed.
Although I personally enjoy thinking about systems for winning at games (including investment games), one has to admit that there is a strong argument for indexed investments. William Sharpe makes the case in many of his popular articles. In one relatively recent talk Sharpe points out the benefits of exchange traded funds, but Sharpe concludes with a message that should warm the heart of every professional investor:
"Should everyone index everything? The answer is resoundingly no. In fact, if everyone indexed, capital markets would cease to provide the relatively efficient security prices that make indexing an attractive strategy for some investors. All the research undertaken by active managers keeps prices closer to values, enabling indexed investors to catch a free ride without paying the costs. Thus there is a fragile equilibrium in which some investors choose to index some or all of their money, while the rest continue to search for mispriced securities."
Sharpe also mentions Indexfunds.com as generally informative site on the topic of index funds. The site has useful links to an interesting selection of academic and nonacademic writing, but the coverage is one-sided. Unlike Sharpe, the folks at Indexfunds.com see indexing as the only way to fly.
The web page for Campbell Harvey's Asset Allocation Course at Duke has about ten year's worth of Student final presentations on asset allocation. Some of these are directly relevant to our course, but some have only a modest connection.
I hope you didn't miss the Mesmerized Economists from my humor page. Don't forget to see what they do in a crash.