Below is a weekly summary of our research findings for 1/14/19 through 1/18/19. 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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- Momentum and Bubble Stocks
Evidence indicates that momentum effects are unconventional for stocks that investors want to, but cannot readily, short. - Trend Following: Momentum or Moving Average?
Theory suggests that moving average rules are more reliable trend following metrics than is a comparable momentum rule. - Combining Fundamental Analysis and Portfolio Optimization
Evidence indicates that using fundamental analysis to forecast stock returns as an input to conventional mean-variance portfolio optimization may be attractive. - Online, Real-time Test of AI Stock Picking?
Very limited available evidence offers little support for belief that an AI-based equity fund can beat the market. - Adjust the SACEMS Lookback Interval?
Evidence in favor of changing the lookback interval for SACEMS from five months to four months appears strong enough to justify doing it.
