
The step-by-step method
27
Feb

What is Momentum?
Several academic studies document the outperformance of Momentum, but what is the strategy in practice and how can it be optimized?
3 min read
26
Feb

Algorithm and Backtest
How to develop an effective algorithm, avoid survivorship bias, and which stock basket to focus on to optimize performance?
6 min read
25
Feb

Anti-drawdown System
What mechanisms can be implemented to navigate financial storms as smoothly as possible, and what are their results?
3 min read
24
Feb

Is it easy to invest via Momentum?
What are the factors that make this strategy difficult to apply? Spoiler: Discipline is the key!
3 min read
23
Feb

What is the risk?
What is the cost to pay in exchange for this performance? How can it be quantified or visualized graphically?
4 min read
22
Feb

Portfolios compared to index
How much performance gain can be achieved each month or each year compared to an ETF on the S&P 500 or DAX over 20 or 30 years?
4 min read
20
Feb

Portfolios and taxation
How to optimize performance by effectively using the different investment vehicles available?
3 min read
19
Feb

The World Portfolio
Why does a mix of two portfolios, Europe and the USA, allow for maintaining good performance while reducing risk?
3 min read
18
Feb

Performance of an individual stock
What performance is a stock likely to have individually within the portfolio? What gain or loss should I expect?
2 min read
17
Feb

Defining the size of your portfolio.
How to adjust the amount allocated to each portfolio to best balance performance and risk according to your needs?
1 min read