Stock Screeners February 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Category: What works
Tactical Asset Allocation – Meb Faber
Today’s post looks at a 2006 paper from Meb Faber on the subject of Tactical Asset Allocation.
Trend and Macro – AQR
Today’s post looks at a recent paper from AQR on the impact of the macro environment on trend-following returns.
Quantica on Trend
Today’s post looks at a recent study from Quantica Capital on the benefits of trend-following.
Stock Screeners January 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
How I Invest – SigNet Presentation
Today’s post contains the slides from a presentation that I gave to the Leicester Square branch of SigNet this morning.
Stock Screeners December 2022
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
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.
