In this white paper produced by Lucena Research, we show how supply chain information can inform an effective trading strategy. Supply chain data was provided by Revere Data, LLC. by John Cornwell and Tucker Balch, Ph.D. keywords: supply chain, proprietary indicators
We saw in May and June 2013 that a hint of change in monetary policy can lead to a simultaneous drop in stocks and bonds. What could we add to a portfolio to protect against that risk? keywords: asset allocation, risk parity, diversified portfolio
I recently taught a Massive Online Open Class (MOOC) titled “Computational Investing, Part I” via coursera.org. 53,000 people “enrolled,” which is to say they clicked a “sign up” button. How many finished?
You may have recently received a quarterly statement from your wealth manager or 401K provider and discovered that your low risk portfolio lost value. Many well managed funds experienced a similar dip. This dip was “special” and it may signal a transition to a new market regime. I’ll explain the drop, why it was special, […]
Many people assume that all members of the Russell 3000 are “safe”.