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.
by Mike Rawson · Published September 1, 2023 · Last modified November 14, 2023
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.
Today’s post looks at a recent paper from Robeco on obtaining alpha from short-term signals.
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Today’s post looks at a paper that suggests that we can have Momentum Without Crashes.
Today’s post looks at a report from Stockopedia called the IPO Survival Guide.
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.
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Today’s post looks at a defensive strategy called the Near Perfect Portfolio.
Today’s post looks at a paper from MAN on the speed of trend-following systems.
Today’s post looks at three articles from Nicolas Rabener on CTA replication.
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Most people don’t want to become a millionaire. They want to spend a million dollars, which is the exact opposite thing.