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One thing to note: if you are using the sheet, when you load it, you need to go to the historical sheet and manually refresh the equation. Not sure why google sheet is doing this. :( You refresh it by opening the formula (hit F2) and delete "b10", close the formula, then reopen it, add back...

Cyclical outlook is weaker (materials & industrials), so the rally is being driven by tech/growth.

You can input your own target weight to see how it would change your total portfolio characteristics

Thinking Fast and Slow by Dan Kahneman Tip #1: reduce the amount of time you stare at charts by 90% Tip #2: focus on strategies where you can build skill Tip #3: recognize that you can't know everything and that you will be wrong, so plan accordingly

I'm not sure how Google pulls in TSX data. It's correct that if your assumptions are wrong the model will be wrong. This is the nature of any model. If a goal of a good trader is to take defined risk, your error in defining risk is itself a risk. Based upon your process what I would do is: -...

Adjust your positions to make your portfolio more optimal to your goal (max return/risk or reduce variance) managing a single position can be done with a stop or defined exit. Portfolio management & risk analysis is not about timing, it’s about understanding your portfolio at large. It’s...

I get that -- so technically, you should expect that your portfolio is very correlated to the momentum benchmark. Correlations are time varying, so you should expect the correlation to change over time. It is useful for you to know how correlated you are to momentum because you can establish...

You don't need a price target for factor exposure. To assess factor exposure, add a ticker. The sheet will automatically pull up historical stock data and compare it against the benchmark for the factor to calculate factor beta (proxy for exposure here). Your goal is to try to add momentum...

Correct This sheet measures factor exposure for you using a historical 35-day analysis. If on average you hold a stock for X days, use that. If you're not sure, use 20 (approx 1 month) True but this sheet tells gives you your factor exposure. You're not making any assumptions in this...

well it got the hail mary with covid, as it was able to create and distribute its vaccine successfully.

+1 for Evolution I'm a theist by decision

I'd fade inflation over the mid-term, but in the short-run, I think supply chain constraints and such will continue to be an important driver.

Do you actually believe this?

I would avoid using terms like "inflating" -- a lower discount rates generally means a higher market multiple. When rates are low, high duration stocks (growth-y names) tend to outperform because most of their price comes from the multiple (a la expectation of future growth). But value or...

Here i built this quick google sheet you can reference: you can replace tickers and positions with your own and the data should calculate automatically. all data using 35-day historicals 1 - gives you portfolio overview so you can see the risk your taking from a beta standpoint, expected...

it's going to happen in november. the fed doesn't lie -- they state their goals and the market then tries to guess what will happen. e.g. fed might say "if employment looks good we'll taper". so the market starts following NFP reports -- if a few go by that are bad, everyone starts to bet that...

Right so you are seeking diversification. If you wanted everything to be super correlated, you are not reducing risk. e.g. if you have a portfolio where everything goes up and down at the same time, then just pick the stock going up the most. when you add other positions into your portfolio it...

ah yes gimli's second cousin

where is he posting his trades?

Treasury yield curve flattens after Fed's Powell underlines inflation risks - MarketWatch this was all the rage last week