Below is a weekly summary of our research findings for 7/27/20 through 7/31/20. 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.
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- Classic Stocks-Bonds Portfolios with Leveraged ETFs
Evidence from available data suggests that investors may be able to boost returns of conventional stocks-bonds portfolio via leveraged ETFs, in exchange for deeper drawdowns. - Realistic Expectations for Machine Learning for Asset Management
The inherent nature of financial data suggests that gains from machine learning in asset management will be evolutionary, not revolutionary. - Optimal SACEMS Lookback Interval Update
Evidence from simple tests on available data continues to support belief in four months as the best momentum calculation lookback interval for SACEMS. - Do Equal Weight ETFs Beat Cap Weight Counterparts?
Evidence from simple tests on some equal weight U.S. equity ETFs does not support belief that equal weight beats capitalization weight on a net basis. - SACEMS with Different Alternatives for “Cash”
Evidence from simple tests on available data suggests alternatives for “Cash” have modest, inconsistent effects on SACEMS performance.
