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Improving Risk Parity
Today’s post looks at a couple of articles on how to improve Risk Parity portfolios.
Resolution Foundation Tax Proposals 2023
Today’s post looks at a recent report from the Resolution Foundation on Tax Planning.
Investor Diary – September 2023
Today’s post is another monthly roundup of the interesting investing tips I’ve noticed, plus a summary of my trades.
Designing a Venture Portfolio
Today’s post looks at a white paper on using data to design a venture fund portfolio.
Dirty Portfolios – Mount Lucas
Today’s post looks at an article from last year on the Mount Lucas blog about adding Managed Futures to Lazy Portfolios, to form what Mount Lucas calls Dirty Portfolios.
Irregular Roundup, 29th August 2023
We begin today’s Weekly Roundup with the work of Hendrik Bessimbinder.
Alpha from Short-term Signals
Today’s post looks at a recent paper from Robeco on obtaining alpha from short-term signals.