Below is a weekly summary of our research findings for 10/21/19 through 10/25/19. 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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- Testing Tactical Investment Rules
Monte Carlo simulation of price paths for investment rule testing has multiple advantages over walk-forward and resampling backtest methods. - 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. - Do Equal Weight ETFs Beat Cap Weight Counterparts?
Evidence from simple tests on some equal weight U.S. equity ETFs indicates that equal weight does not consistently outperform, and may usually underperform, capitalization weight on a net basis. - ETFs No Better Than Mutual Funds?
Available evidence offers little support for belief that ETFs are superior to similar mutual funds for long-term investors. - The Decision Moose Asset Allocation Framework
Decision Moose may offer investors a way to beat and diversify the broad U.S. stock market over the very long term by trading to the “hottest hand” (in economic context) from a set of nine asset class proxies, but it markedly underperforms SPY since the financial crisis.
