Stock Screeners December 2022
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Category: What works
Accelerated Dual Momentum
Today’s post looks at some tweaks to Gary Antonacci’s Dual Momentum strategy, from the guys at Engineered Portfolios.
Stock Screeners November 2022
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Tail Risk Strategies – State Street
Today’s post looks at an old paper from State Street Global Advisors on Tail Risk Strategies.
Stock Screeners October 2022
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Renaissance – Too Good to be True?
Today’s post looks at a paper from Bradford Cornell about the Medallion Fund from Renaissance Technologies.
HFEA 8 – Leveraged Neapolitan Portfolio and Factor Tank
Today’s post is another in our series on Leveraged Portfolios. We look at applying leverage to OP’s Neapolitan Portfolio and take a quick look at the Factor Tank Portfolio.
Engineered Portfolios
Today’s post is a look at Engineered Portfolios – a site run by a couple of engineers with a passion for investing.
Read the signals
Today’s post looks at a report from the FT on how to use the sentiment in its news stories to trade financial markets.
HFEA 7 – Leveraged Permanent Portfolio and Golden Butterfly
Today’s post is another in our series on Leveraged Portfolios. We look at applying leverage to Harry Browne’s Permanent Portfolio and to the Golden Butterfly Portfolio.
Bessembinder 6 – Finding Multi-Baggers
Today’s post is the sixth in our series on the work of Hendrik Bessembinder on stock returns.
