TAA and the 2022 Bear
Today’s post looks at a review by Allocate Smartly of how well Tactical Asset Allocation worked during the 2022 Bear market.
Category: Active investing
Investor Diary – November 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
Stock Screeners October 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Investor Diary – October 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
Improving Risk Parity
Today’s post looks at a couple of articles on how to improve Risk Parity portfolios.
Stock Screeners September 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Investor Diary – September 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
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.
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.
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.
