The strategy combines the factors of value and momentum to find companies that are trading with strong momentum, but that are also attractive based on valuation multiples. By combining the factors, we avoid potential value traps. We also avoid momentum stocks that are trading well above...
Read more
During reporting periods, I always worry about price reactions. How the market receives a report gives an indication of future price development. A stock that rises on a bad report is a signal that the stock is demand-driven. Investors tend to underreact to positive...
Read more
Beginners tend to focus on buy signals that work according to technical analysis while professionals focus on diversification, portfolio weights and risk management! We can have an edge and act on signals that work well over time, but without good position management we will...
Read more
“The reason you need volatility control is more from the psychological side of things than anything else. If you have too much volatility in any one position, it will attract attention, and you don’t want to attract attention. ” –...
Read more
““If there was a strategy that I would want to employ right now, if someone put a gun to my head, I’d say simple trend following strategies. They are not too popular today… They will probably do very well in the...
Read more
Våra modellportföljer är regelbaserade där vi systematiskt drar nytta av olika faktorer i syfte att skapa överavkastning över tid. Vi använder koncept och faktorer som historisk skapat god avkastning och som vi tror kommer fortsätta fungera framöver. Alla kvantitativa aktiestrategier...
Read more
This is a clip from the analysis product Marknadspulsen which we publish on Mondays, Wednesdays and Fridays in our analysis platform. Erik Hansén goes through the following: How we can use the signals Rapid price movement gives an indication of psychology Volume is more than a technical...
Read more
In the platform we have a position calculator that helps us systematically use position sizes that increase our chance of success with our trade. It is common for us to get caught up in what and when to buy and forget how much we...
Read more
Pure Momentum is our rule-based momentum strategy that you can use to build your own momentum portfolio with built-in capital protection. Learn how momentum works Risk-adjusted portfolio weights Methods for managing risk of major market declines How to build your own momentum portfolio...
Read more
First of all, we would like to state that “Buy and Hold” is not a completely wrong strategy. Anyone who bought the index at 17.76 in 1929 and kept their holding can, at the time of writing, enjoy a total return of just under 20%...