Expected Returns 8 – The Credit Premium
Today’s post is the eighth in our series looking at papers by Antti Ilmanen, as a prelude to tackling his magnum opus, Expected Returns.
Author: Mike Rawson
Systematic Trading 3 – Frameworks and Forecasts
Today’s post is our third visit to Robert Carver’s book Systematic Trading.
Market Timing 2 – Growth & Trend
Today’s post is the second in a series about Market Timing. We’ll be looking at the work of Jesse Livermore on his Philosophical Economics blog.
Weekly Roundup, 8th June 2020
We begin today’s Weekly Roundup in the FT with Merryn Somerset Webb, who was wondering whether value investing might make a comeback.
Investing Demystified 4 – Implementation
Today’s post is our fourth visit to a book that is popular with passive investors in the UK – Lars Kroijer’s Investing Demystified.
Factor Investing 4 – RA Symposium
Today’s post is the fourth in a series on factor investing, otherwise known as smart beta. We’re going to look at a symposium hosted by Research Associates in California.
ESG Portfolio 5 – Corona Review
Today’s post is the fifth about an ESG Portfolio that I put together at the start of 2020.
Weekly Roundup, 1st June 2020
We begin today’s Weekly Roundup with another look at whether current market levels are justified.
The DIY Financial Advisor 4 – Risk Management and Stock Selection
Today’s post is our fourth visit to the book – The DIY Financial Advisor (from the team at Alpha Architect).
Stock Screeners May 2020
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Weekly Roundup, 26th May 2020
We begin today’s Weekly Roundup in the FT with the Chart That Tells A Story, which this week was about inflation.
