Browsing All Posts filed under »stock pick«

Interest Rate Risk: The Fed and the Market

May 9, 2014 by

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Over the last 18 months we’ve seen that when the Fed hints at a change in Quantitative Easing or interest rates, the markets get jittery. We take a look at how a Fed-induced market correction might unfold. keywords: asset allocation, diversified portfolio, stocks bonds

Bond/Stock Correlation: A Quantitative Headwind for Asset Allocation Strategies

November 11, 2013 by

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Up until a few months ago I was trading an asset allocation strategy that invested significantly in bonds and large cap US stocks.  I exited that strategy because the correlation between bond and stock returns concerned me.  Here’s a detailed analysis. keywords: asset allocation, diversified portfolio, stocks bonds

Assessment of Insider Trading Information for Investment Strategies

August 12, 2013 by

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In this white paper produced by Lucena Research, we show how insider trading information can inform an effective trading strategy. We analyze data provided by our partner insiderinsights.com by Scott Strong and Tucker Balch, Ph.D. keywords: insider trading, proprietary indicators

Assessment of a Supply Chain-based Indicator for Stock Trading

July 26, 2013 by

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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

Securities That May Survive Upcoming Interest Rate Jolts

July 25, 2013 by

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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

Are We In a New Market Regime? Why Diversified Funds Lost Value in May-June 2013

July 24, 2013 by

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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, […]

Watch Out for Thinly Traded Stocks in Quant Strategies

July 19, 2013 by

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Many people assume that all members of the Russell 3000 are “safe”.

StumpGrinder: Moving to Cash

June 21, 2013 by

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StumpGrinder’s performance similar to other allocation funds.

StumpGrinder: Early June 2013 Update

June 6, 2013 by

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StumpGrinder had a tough May, but recovering in early June.

StumpGrinder: Performance

May 1, 2013 by

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Originally posted on the augmented trader:
This article documents the performance of an actively managed portfolio, StumpGrinder. The portfolio is traded with real money in a brokerage account. The article is updated about weekly, but at least monthly. Related Articles StumpGrinder: An Open Source Actively Managed Portfolio of ETFs introductory overview. StumpGrinder: An ETF Arsenal where we discuss…