Investment Decision Making
How has shorting lousy stocks worked as a strategy?
As portfolio managers, being able to show our investors — with data-driven evidence — that we know exactly what we are good at and the steps we are taking to improve goes a long way.
What role does security selection play in cryptocurrency investing? Can token pickers demonstrate differentiated performance?
What are the most widely used causality tests in the equity markets?
This book provides the insights and tools investors need to improve their investing outcomes.
Portfolio Pi and Portfolio Eta are new decision metrics that connect investment objectives and risks.
The end of the loose money era may offer an opportunity for tactical asset allocation.
How have moving averages performed as an investment strategy over the decades?
Standard deviation fails to characterize risk in a way that matters to most investors.
Identifying investment objectives and achieving stakeholder buy-in is the critical first step in connecting these objectives to portfolio construction.