High Returns Low Risk – The Low Vol Anomaly
Today’s post is a first look at a popular book from last year – High Returns from Low Risk – and at the low volatility anomaly it describes.
Category: What works
Quality Shares – A Stock Screen
Today’s post is an attempt to make a stock screen from the rules in Phil Oakley’s book on How to Pick Quality Shares.
Leon Boros Stock Screen
Today’s post describes an attempt to make a stock screener that follows the rules used by UK investor Leon Boros – a Leon Boros Stock Screen.
How to protect your portfolio
Today’s post is a look at the steps you can take to protect your portfolio against a possible downturn.
Profit Warnings – What Should You Do?
Today’s post is about Profit Warnings. It’s based on a Stockopedia seminar that I attended yesterday.
Smart Beta – Assets or Alpha?
Today’s post is a look at how Smart Beta – as applied by the asset management industry – is not exploiting the outperformance of factor investing to the benefit of investors.
Dual Momentum – Low-Volatility Outperformance
Today we’re going to look at Dual Momentum, an active trading strategy from Gary Antonacci.
Sell in May – yes, no or something else?
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Portfolio Construction – Counter-Cyclical Indexing
Today we’re going to look at a recent paper from Cullen Roche on Portfolio Construction. It recommends a technique called Counter-Cyclical Indexing.
Do Short Trackers Work As Hedges?
Today we’re going to look at Short Trackers (Inverse ETFs) as portfolio hedges. Does their daily rebalancing mean that they drift off course?
Active vs Passive – Indexing
Today we’re going to look at the Active vs Passive investing debate, and the wider implications of index funds. We’ll also touch on diversification.
