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.
Category: What works
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.
The PEG ratio
Today’s post is about the PEG ratio, made famous in the UK by Jim Slater. Does it really work?
Speed in Trend Following – MAN
Today’s post looks at a recent paper from MAN Group on speed in trend following.
The Market Environment for Trend
Today’s post looks at a 2019 report from Abbey Capital on The Market Environment for Trend Following.
