- 60/40 Portfolio Update and a Different Reference Frame [Premium Article] November 23, 2022
The assessment of the performance of the 60/40 portfolio depends on the reference frame. How to calculate bond sensitivity to interest rates. Access to the article requires a Premium Articles subscription or an All-in-One subscription. Back Friday Sale: 33% off.
- Systematic Trading Update – November 21, 2022 [Premium Signals] November 19, 2022
The weekly systematic trading updates include a market recap, open positions, new signals, and the performance of eight trading strategies. A Market Signals or All in One subscription is required to access the full report.
- Betting Large Vs. Betting Small [Premium Articles] November 17, 2022
Large versus small bets and some misconceptions about Kelly investing. Access to the article requires a Premium Articles subscription or an All-in-One subscription. 10% off with coupon code NOW10.
- Systematic Trading Update – November 14, 2022 [Premium Signals] November 12, 2022
The weekly systematic trading updates include a market recap, open positions, new signals, and the performance of eight trading strategies. A Market Signals or All in One subscription is required to access the full report.
- Has Gold Found A Bottom? [Premium Articles] November 10, 2022
Spot gold has gained more than $85 in the last four days and has recaptured the $1700 per ounce level. Has this precious metal found a bottom? Access to the article requires a Premium Articles subscription or an All-in-One subscription. 10% off with ...
- Systematic Trading Update – November 7, 2022 [Premium Signals] November 5, 2022
The weekly systematic trading updates include a market recap, open positions, new signals, and the performance of eight trading strategies. A Market Signals or All in One subscription is required to access the full report.
- Moving Averages of Log Price [Premium Articles] November 3, 2022
We compare the results of two momentum strategies using moving averages of price and log of price. Access to the article requires a Premium Articles subscription or an All-in-One subscription. 10% off with coupon code NOW10.
- An Interesting Calendar Anomaly In Equity Indexes [Premium Articles] November 1, 2022
We include an analysis of a calendar anomaly in equity indexes and associated ETFs. The leveraged performance is interesting. Access to the article requires a Premium Articles subscription or an All-in-One subscription. 10% off with coupon code NOW10.
- Systematic Trading Update – October 31, 2022 [Premium Signals] October 29, 2022
The weekly systematic trading updates include a market recap, open positions, new signals, and the performance of eight trading strategies. A Market Signals or All in One subscription is required to access the full report.
- The Time Of An Annual Seasonality Anomaly Is Approaching [Premium Articles] October 27, 2022
The time of an annual seasonality anomaly is approaching. Access to the article requires a Premium Articles or an All-in-One subscription. 12-Year Blogiversary. Discount Code Y12 provides a 20% discount.
