Weekly Summary of Research Findings: 5/11/20 – 5/15/20 [PREMIUM]

Below is a weekly summary of our research findings for 5/11/20 through 5/15/20. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive…

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Trading the Trend – two potential longs

Many traders will have found themselves long over the course of the last six weeks. It’s inevitable, given that stocks have been going up, and that fighting the trend is futile. And many private investors – fearful that the low prices are behind them –…

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Small Cap Value Report (Fri 15 May 2020) – BOO, KWS, W7L, DTG

Good morning, it’s Paul here. Fridays are usually slow for news, and I’m pre-occupied with macro views, given that we’re going through absolutely unique circumstances. There has never been a time where the economy has been shut down for a while. Not in…

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Covid-19: A Sectoral Analysis (Part 1)

With the worst recession predicted since the early 18th century, soaring public and private sector debt, millions of job losses and a predicted 35% fall in GDP for Q2, the UK is facing an unprecedented task in getting all sectors of the economy back on…

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Small Cap Value Report (Fri 15 May 2020) – BOO

Good morning, it’s Paul here. Fridays are usually slow for news, and I’m pre-occupied with macro views, given that we’re going through absolutely unique circumstances. There has never been a time where the economy has been shut down for a while. Not in…

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Multi-strategy Portfolio Design Approach [PREMIUM]

How should investors think about combining strategies into a broader portfolio that reliably exploits their interactions over time? In the March 2020 version of his paper entitled “Preferred Portfolios: An Improved Blueprint to Construct Multi St…

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Small Cap Value Report (Fri 15 May 2020) – placeholder

Good morning, it’s Paul here.
Fridays are usually slow for news, and I’m pre-occupied with macro views, given that we’re going through absolutely unique circumstances. There has never been a time where the economy has been shut down for a while. Not in…

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Small Cap Value Report (Thu 14 May 2020) – SCPA, WIN, CSP

Good morning, it’s Paul here with Thursday’s SCVR. Timings – I’m on the case nice and early today, so we should have a decent report up earlier than usual. I’ll try to make some inroads into the backlog too, maybe with briefer comments later. Covid/ma…

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Maximum Drawdown as Portfolio/Strategy Performance Metric [PREMIUM]

How should investors think about maximum drawdown (MaxDD) as a portfolio/strategy performance metric? In their April 2020 paper entitled “Drawdowns”, Otto Van Hemert, Mark Ganz, Campbell Harvey, Sandy Rattray, Eva Martin and Darrel Yawitch …

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Small Cap Value Report (Thu 14 May 2020) – SCPA, WIN

Good morning, it’s Paul here with Thursday’s SCVR. Timings – I’m on the case nice and early today, so we should have a decent report up earlier than usual. I’ll try to make some inroads into the backlog too, maybe with briefer comments later. Covid/ma…

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Small Cap Value Report (Thu 14 May 2020) –

Good morning, it’s Paul here with Thursday’s SCVR.Timings – I’m on the case nice and early today, so we should have a decent report up earlier than usual/ I’ll try to make some inroads into the backlog too, maybe with briefer comments. Covid/macro prea…

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Small Cap Value Report (Weds 13 May 2020) – TW., TEG, CNCT

Good morning, it’s Paul here with Wednesday’s SCVR.Estimated timings – should be finished by 2pm. US markets sold off late, last night, so we can expect a poor open today. I’m feeling decidedly nervous at the moment. The news re Covid-19 seems negative…

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Small Cap Value Report (Weds 13 May 2020) – TEG

Good morning, it’s Paul here with Wednesday’s SCVR. US markets sold off late, last night, so we can expect a poor open today. I’m feeling decidedly nervous at the moment. The news re Covid-19 seems negative – there’s talk of a new virus strain which is…

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Small Cap Value Report (Weds 13 May 2020) – placeholder

Good morning, it’s Paul here with the placeholder for Weds. Sorry there is no extensive preamble today, I’m too tired to write anything (the night before), and need a lie-in to catch up with recent lack of sleep. So please bear with me, and I’ll have a…

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Inflation Forecast Update

The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for April 2020. The actual total (core) inflation rate is much lower than (much lower than) forecasted.
The post Inflation Forecast Update appeared first on C…

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Weekly Economic Index and Asset Returns [PREMIUM]

The Weekly Economic Index (WEI) is a composite of weekly year-over-year percentage changes in 10 economic indicators: Redbook same-store sales; Rasmussen Consumer Index; new claims for unemployment insurance; continued claims for unemployment insurance…

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Small Cap Value Report (Tue 12 May 2020) – Govt Covid-19 paper

Good morning, it’s Paul here with the SCVR for Tuesday. Estimated timings – TBC I’ve just ploughed through this 60-page Government publication, issued yesterday, 11 May 2020. I’ll summarise it below, so that you don’t have to! I’ve followed the layout…

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Small Cap Value Report (Tue 12 May 2020) – DTY

Good morning, it’s Paul here with the SCVR for Tuesday. Estimated timings – TBC I’ve just ploughed through this 60-page Government publication, issued yesterday, 11 May 2020. I’ll summarise it below, so that you don’t have to! I’ve followed the layout…

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Small Cap Value Report (Mon 11 May 2020) – Covid/Macro, ELCO, CER

Good morning, it’s Paul here. I’m writing this first bit on Sunday evening, so that you have something to start reading first thing tomorrow, which I know a lot of subscribers like. Estimated timings – 13:00 official finish time should be achievable t…

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Finding tomorrow’s big winners: 10 quality software companies

In the short term the outlook for stocks (and pretty much everything else) depends on the evolution of COVID, and how governments, households and businesses respond to it. These are big unknowns. Activity is down since the beginning of the year and un…

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Federal Reserve Holdings and the U.S. Stock Market [PREMIUM]

Using quarterly data in their April 2013 preliminary paper entitled “Analyzing Federal Reserve Asset Purchases: From Whom Does the Fed Buy?” Seth Carpenter, Selva Demiralp, Jane Ihrig and Elizabeth Klee find that some categories of investor…

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Small Cap Value Report (Mon 11 May 2020) – Covid/Macro, ELCO, CER, DTY

Good morning, it’s Paul here. I’m writing this first bit on Sunday evening, so that you have something to start reading first thing tomorrow, which I know a lot of subscribers like. Estimated timings – 13:00 official finish time should be achievable t…

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Small Cap Value Report (Mon 11 May 2020) –

Good morning, it’s Paul here. I’m writing this first bit on Sunday evening, so that you have something to start reading first thing tomorrow, which I know a lot of subscribers like. Covid/macro preamble As expected, Boris Johnson’s address to the nati…

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Trading the Trend – two stakebuilder ideas

The market sold off this week only to rally into the close. When an instrument prints near the high of the day at the close, this tells me two things. Firstly, the market is bullish (at this moment). And secondly, those holding long positions are bulli…

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Weekly Summary of Research Findings: 5/3/20 – 5/8/20 [PREMIUM]

Below is a weekly summary of our research findings for 5/3/20 through 5/8/20. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive t…

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Review of Dual Momentum with Just Three Assets [PREMIUM]

A subscriber suggested review of “Accelerating Dual Momentum [ADM] Investing”, which allocates all funds to U.S. stocks, international (ex-U.S.) small-capitalization stocks or long-term U.S. Treasury bonds, as follows: Each month, calculate…

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