Alpha from Short-term Signals
Today’s post looks at a recent paper from Robeco on obtaining alpha from short-term signals.
Category: What works
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.
Stock Screeners July 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Stock Screeners June 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Near Perfect Portfolio
Today’s post looks at a defensive strategy called the Near Perfect Portfolio.
Trending, Fast and Slow
Today’s post looks at a paper from MAN on the speed of trend-following systems.
CTA Replication – Rabener
Today’s post looks at three articles from Nicolas Rabener on CTA replication.
Stock Screeners May 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
