I try to keep Marwood Research topped up with new trading strategies every month. This month, another interesting investment strategy has been added to our program called Mid Cap Winners.
Mid Cap Winners is a medium term investing system designed for the mid cap space with an average holding period of around 60 days. Read more »
Sluggish growth and anaemic inflation has seen global commodity prices fall steadily in value since 2008. Because of this, and with stock markets reaching new record highs in 2017, commodity trading has gone out of fashion.
Yet in the past, commodities have provided a good source of returns for both investors and active traders. Furthermore, there is evidence to suggest that commodities can provide less volatile returns than some stocks. Read more »
In this article I look at some interesting new research from Haoyu Xu that can be useful for both momentum investors and reversal traders.
The research finds that morning returns positively predict next month returns (momentum) while afternoon returns negatively predict next month returns (reversals). Read more »
Blair Hull is a legend of Wall Street and a former professional blackjack player. He was named by Worth magazine as one of Wall Street’s 25 smartest players and by Forbes magazine as one of the most successful traders of the last 40 years.
Today, Hull operates a number of ventures including an ETF that attempts to time the S&P 500 through a mix of 12 technical and fundamental indicators. In this article, we will look at the idea behind Blair Hull’s strategy and the 12 indicators he uses. Read more »
Last week I received an email courtesy of the StockTwits newsletter with the headline ‘This Market Is Confusing Everyone’.
Apparently, because the market has fallen, gone up, and then fallen again (in the space of a few days) investors are totally confused and the market is ‘faking out everyone’. Read more »
The stock market cannot go up forever. At some point there will be another stock market crash and as always there will be some winners and some losers.
In this article, I look at some techniques investors can use during a market crash and reveal two interesting strategies based on a recent academic paper. Read more »
In this article I implement Ray Dalio’s All Weather portfolio using popular ETFs and I back-test the strategy using Amibroker. The results show nice risk-adjusted returns for investors. Read more »
I recently came across the following question on the website Quora so I thought I would add some thoughts.
This is a topic that is currently dominating the markets right now. Nearly everyone is concerned that the market is well overdue for a correction so it feels important to address this issue: Read more »
In this article I take a look at some timeless investing advice from Peter Lynch. Lynch is an American investor who ran the Magellan Fund at Fidelity Investments between 1977 and 1990. He’s one of the most successful fund managers of all time averaging an annual return for Magellan of 29.2%. Read more »
Although I love to test trading systems and write about new trading ideas the last couple of months I have been doing a lot of reading about Charlie Munger and his mental models.
Mental models, in essence, are ideas or concepts that help us understand how the world works. Concepts such as the confirmation bias, availability bias, hindsight bias and regression to the mean.
I’ve found that learning about these concepts can really help improve all areas of your life including trading and investing. Read more »