Dirty Portfolios – Mount Lucas
Today’s post looks at an article from last year on the Mount Lucas blog about adding Managed Futures to Lazy Portfolios, to form what Mount Lucas calls Dirty Portfolios.
Author: Mike Rawson
Irregular Roundup, 29th August 2023
We begin today’s Weekly Roundup with the work of Hendrik Bessimbinder.
Alpha from Short-term Signals
Today’s post looks at a recent paper from Robeco on obtaining alpha from short-term signals.
Stock Screeners August 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
The most important number
Today’s post is a look at what might be the most important number in personal finance.
Momentum Without Crashes
Today’s post looks at a paper that suggests that we can have Momentum Without Crashes.
Investor Diary – August 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
IPO Survival Guide – Stockopedia
Today’s post looks at a report from Stockopedia called the IPO Survival Guide.
