31
Mar
Newsletter - 31/03/2025
Hello everyone,
This month of March has been neutral on Europe and quite negative on the USA. Here are the
2 min read
Samuel
28
Feb
Newsletter - 28/02/2025
Hello everyone,
This month of February has been positive on Europe and negative on the USA. Here are the gross
2 min read
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 indices
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?
3 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