What is Momentum?
Several academic studies document the outperformance of Momentum, but what is the strategy in practice and how can it be optimized?
Algorithm and Backtest
How to develop an effective algorithm, avoid survivorship bias, and which stock basket to focus on to optimize performance?
Anti-drawdown System
What mechanisms can be implemented to navigate financial storms as smoothly as possible, and what are their results?
Is it easy to invest via Momentum?
What are the factors that make this strategy difficult to apply? Spoiler: Discipline is the key!
What is the risk?
What is the cost to pay in exchange for this performance? How can it be quantified or visualized graphically?
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?
Portfolios and taxation
How to optimize performance by effectively using the different investment vehicles available?
The World Portfolio
Why does a mix of two portfolios, Europe and the USA, allow for maintaining good performance while reducing risk?
Performance of an individual stock
What performance is a stock likely to have individually within the portfolio? What gain or loss should I expect?
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?
