Cut Your Losses – Elm Wealth
Today’s post looks at an article from Elm Wealth on the old adage "Cut your losses and let your profits run."
Category: What works
Stock Screeners December 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
The Hurst Exponent
Today’s post looks at the Hurst Exponent, which is a measure of how strongly a data series is trending.
Stock Screeners November 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
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.
