Trending, Fast and Slow
Today’s post looks at a paper from MAN on the speed of trend-following systems.
Today’s post looks at a paper from MAN on the speed of trend-following systems.
Today’s post looks at a paper from 2019 on The Dividend Disconnect.
Today’s post looks at three articles from Nicolas Rabener on CTA replication.
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Today’s post is about the PEG ratio, made famous in the UK by Jim Slater. Does it really work?
Today’s post looks at a recent paper from MAN Group on speed in trend following.
Today’s post looks at a 2019 report from Abbey Capital on The Market Environment for Trend Following.
Today’s post is our third visit to a series of old articles by Joachim Klement.
Today’s post looks at an article from Nicolas Rabener that compares Tactical Asset Allocation (TAA) to Long Volatility Strategies (Long Vol).
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Today’s post looks at a recent paper from AQR on whether you should prefer tail risk protection that works in slow drawdowns or in rapid crashes.
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In the short run, the market is a voting machine; in the long run, it’s a weighing machine.