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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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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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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Trend following is about accepting small losses and riding winners. Riding winners longer than most others manage to do. As an investor, it is very easy to sell winners too early. The strategy works well when the market offers sustainable trends, but...
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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...
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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