Navigating the stock market is hard enough without being distracted by the wrong people. On Finanstwitter (or other social platforms) it is teeming with opinions, “experts” and market gurus who want to guide you – or rather, lead you astray. If you want to keep...
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Finally a reporting period with new data from companies for investors to absorb. It is often said that the market is quick to price in new information. But is that really true or is there an anomaly that we can keep in mind when...
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Value & Momentum is a strategy that combines the factors of value and momentum to buy cheap companies that are trading with good momentum. Portfolio weights are adjusted for volatility and changes are made once a month. Holdings and position sizes are included in the premium package and...
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Ray Dalio popularized the concept of the “All-Weather Portfolio” through his hedge fund Bridgewater Associates, which is today the world’s largest hedge fund with over $100 billion in capital. Let’s try adding momentum to the strategy. But first, some background information on the concept of the all-weather portfolio. Dalio was...
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Volatility & Quality is a factor-based strategy that aims to create exposure to stocks with low volatility and a high quality rating. The investment universe consists primarily of Swedish companies, but the strategy also allows investments in foreign companies. Rebalancing occurs on a...
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On the platform, we offer portfolio weights adjusted for volatility to those of us who trade systematic strategies. This is very unique. With the help of these, we can regularly rebalance portfolios, which is one of the most important aspects for success when following a...
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Dagens Industri called and asked questions about developments in the commodity market. Reporter Semir Hasanbegovic addressed longer cycles in the commodity market and how commodities tend to co-vary with stocks. We also talked about how to combine different asset classes to reduce the...
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Top Picks Momentum buys and sells stocks based on our Pure Momentum strategy. This strategy identifies low-volatility uptrends, with the assumption that these trends often last longer than expected. While momentum strategies don't always perform optimally...
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By studying market breadth, we get a clearer picture of the overall strength and health of the market. Instead of focusing solely on the total change in the index, we measure how many stocks within an index or market are participating in an up-...
Weekly report: Increased allocation in commodities
Categories In Blog, Market comments, Strategies Reading time - 2 min read
The weekly report contains signals from the noise. We summarize models and strategies, and try to decode the market's message with a scientific approach to stay on the right side of the larger trends. In this edition: Development portfolios/strategies Market commentary Development portfolios/strategies We present...
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