Below is a weekly summary of our research findings for 1/13/20 through 1/17/20. 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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- Return on Collectible U.S. Coins
Evidence suggests that U.S. collectible coins may be an attractive long-term diversifier of conventional assets for portfolios of modest size. - Reducing Downside Risk of Trend Following Strategies
Evidence suggests that investors can improve the performance of a simple trend following strategy by filtering trend signals with a breakout rule and using risk parity to assign asset weights. - Seasonal, Technical and Fundamental S&P 500 Index Timing Tests
Evidence supports belief that some U.S. stock market timing strategies that exploit investor underreaction and overreaction via technical indicators reliably beat buy-and-hold and are largely superior to seasonality and fundamental timing approaches. - Improved Use of VIX Futures for Hedging the Stock Market
Evidence suggests that by changing the direction of an allocation to volatility according to the sign of the volatility risk premium, investors can protect equity positions from crashes with little sacrifice during calm times. - Wisdom from the Essays of Warren Buffett
Central themes of Warren Buffett’s letters to shareholders are commitment to long-term investment and informed, in-depth analysis of business fundamentals.
