Every week I read numerous articles in the media and blogosphere, and share those links with readers here at Robotic Investing. Make sure you keep coming back each week to see the newest list of great articles that will help you become a better investor.
Quote of the Week
“There are patterns in average stock returns that are considered anomalies because they are not explained by the Capital Asset Pricing Model…The premier anomaly is momentum.”
What to Read
- A systematic way to tune out the cacophony of people that proclaim to see the future before it unfolds (Irrelevant Investor)
- Algo trading is all about rules. In fact, it is nothing but rules. No discretion. No human judgment. (System Trader Success)
- TAA: Using the US economy to Time Foreign Markets (Investing for a Living)
- It doesn’t matter how other people invest or how optimized your investment strategies are if your chosen investment mix doesn’t jibe with your personality, skillset, or temperament. (A Wealth of Common Sense)
- Explicit, top-down allocation to factor premiums, such as size, value, momentum, quality, and low-volatility is becoming mainstream. (David Blitz and Milan Vidojevic)
- Recent studies show that volatility-managed equity portfolios realize higher Sharpe ratios than portfolios with a constant notional exposure. (Quantpedia)
- Buy The Fear, Sell The Greed (Cesar Alvarez)
- The Losing Battle to Consistently Beat the Market (Validea)
