Stock Screeners November 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Category: What works
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.
Stock Screeners October 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
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.
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.
IPO Survival Guide – Stockopedia
Today’s post looks at a report from Stockopedia called the IPO Survival Guide.
The Case Against Value
Today’s post looks at a series of articles from Validea Capital on whether value stocks will do as well in the future as they have in the past.
