15/08/2024

Update: Model portfolio Volatility & Quality

Update: Model portfolio Volatility & Quality

Volatility & Quality is a factor-based strategy for creating exposure to stocks with low volatility and good fundamental quality. Low volatility often coincides with an upward trend in the stock price, which implies a trend-following nature of model portfolios. The result is that...

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08/08/2024

Avoid the noise on social media

Avoid the noise on social media

Never before has so much information been available to investors. Despite the availability of information, data and powerful applications, it takes knowledge and experience to filter the noise. On social media, many people chase engagement and followers by...

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03/08/2024

How much does the stock market usually fall?

How much does the stock market usually fall?

I asked a question on X about what the average decline on the Stockholm Stock Exchange has been from a peak to a trough during a calendar year since the 1980s. Most people guessed about 10%. It may sound reasonable, but it has actually been almost...

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02/08/2024

Prioritize survival instead of maximum return

Prioritize survival instead of maximum return

Prioritize survival instead of maximum return! With global asset allocation, we build capital over time without having to go through the emotional roller coaster of the stock market. The path to the goal is crucial to succeeding in the long term and achieving success. With the help of a...

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31/07/2024

An illusion that the “stock market” rises over time!

An illusion that the “stock market” rises over time!

To say that “the stock market” rises over time is a simplification that can be misleading if you don’t understand the underlying dynamics that research highlights. It’s easy to study a long-term stock market graph and quickly see that the index...

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17/07/2024

Report reactions and profit clock

Report reactions and profit clock

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...

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16/07/2024

Adjust portfolio weights for volatility

Adjust portfolio weights for volatility

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...

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20/06/2024

Trend following and position management

Trend following and position management

“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. ” –...

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20/06/2024

Become a winner with trend following strategies

Become a winner with trend following strategies

““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...

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20/06/2024

Stop the losses and ride the gains

Stop the losses and ride the gains

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...

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