The Market Environment for Trend
Today’s post looks at a 2019 report from Abbey Capital on The Market Environment for Trend Following.
7 Circles - your heavenly path through investment hell
Spending Risk Curves
Today’s post looks at a post from Michael Kitces’ website which explains how to use Spending Risk Curves.
LTA 2023
Today’s post looks at the abolition (and potential restoration) of the Lifetime Allowance, and at what investors should do about it.
TAA vs Long Vol – Rabener
Today’s post looks at an article from Nicolas Rabener that compares Tactical Asset Allocation (TAA) to Long Volatility Strategies (Long Vol).
Stock Screeners April 2023
Today’s post is the regular monthly update on the outputs produced by our stock screeners.
Tail Protection Fast or Slow?
Today’s post looks at a recent paper from AQR on whether you should prefer tail risk protection that works in slow drawdowns or in rapid crashes.
Underestimating the Red Queen
Today’s post looks at a paper from Morgan Stanley on the impact of maintenance spending on a company’s growth.
Investor Diary – April 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
How much Trend? – Carver
Today’s post looks at an article from last year by Robert Carver on how much trend we should have in our portfolios.
