Episode #310: Kathryn Kaminski, AlphaSimplex, “When You’re A Systematic Investor, Your Process Makes The Decision” Guest: As Chief Research Strategist at AlphaSimplex, Dr. Kathryn Kaminski conducts applied research, leads strategic research initiatives, focuses on portfolio construction and risk management, and engages in product development. Dr. Kaminski is a member of the Investment Committee. She also serves…
Details
If you need further convincing that the notion of just buy was a silly one then consider this chart of the Nikkei. Almost 32 years in drawdown – you need a compelling reason to reenter the market after a savage correction and the notion of just buy is not compelling enough.
Details
Source – Visual Capitalist
I came across this chart on LinkedIn – It is a comparison between the Baltic Dry Index and the S&P500. For those who dont know the Baltic Dry Index is a proxy for all dry shipping around the world. Fundamental analysts then somehow contort this is to meaning something about world trade and occasionally you…
Details
I snipped the graphic below from Visual Capitalist who produce some interesting infographics. What has always intrigued me about the interpretation of these performance comparisons is that almost everyone gets them wrong. The financial media looks at the fact that commodities overall had negative performance for the year and then carry on about how bad…
Details
Around about now Wall Street and others begin to trot out what their predictions for the coming year are. The latest round of such crystal ball gazing can be found here in an article by Bloomberg called Here’s (Almost) Everything Wall Street Expects in 2019 You can peruse this sort of nonsense at your leisure.However, before…
Details
It hasn’t been the best of years for most asset classes – Most of the worlds equities markets have had a a negative return to date and based upon the current degree of gyrating I am not certain it will get much better in the next three weeks.
Details