TAA vs Long Vol – Rabener
Today’s post looks at an article from Nicolas Rabener that compares Tactical Asset Allocation (TAA) to Long Volatility Strategies (Long Vol).
Monthly Archive: April 2023
Stock Screeners April 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Tail Protection Fast or Slow?
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.
Underestimating the Red Queen
Today’s post looks at a paper from Morgan Stanley on the impact of maintenance spending on a company’s growth.
Investor Diary – April 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
How much Trend? – Carver
Today’s post looks at an article from last year by Robert Carver on how much trend we should have in our portfolios.
Leverage for the Long Run
Today’s post is about a second paper from Michael Gayed on using Leverage for the Long Run.
FCA RDR FAMR Evaluation – Alphabet Soup
Today’s post looks at a report from the FCA evaluating the impact of the Retail Distribution Review and the Financial Advice Market Review – it’s the FCA RDR FAMR Evaluation.
Valuing Human Capital
Today’s post is about valuing human capital – the ability of an individual to produce a future income.
Managing Lifetime Wealth
Today’s post looks at a recent report from Aegon on retirement planning in the UK.
