November 11, 2019: Market Indicator And Momentum
We introduce composite momentum that’s a combination of our market indicator and momentum. We show good improvement on portfolios’ returns.
November 4, 2019: Factor ETF Rotation
We introduce a factor ETF rotation portfolio based on momentum of these ETFs. The results show that the portfolio can improve static allocation portfolios.
October 28, 2019: Multi-factor ETFs vs. Equal Weight Multi-Factor Portfolios
We look at multi-factor (value, quality, low volatility and momentum) ETFs and portfolios. We believe factor ETFs can add good value to an asset allocation portfolio.
October 21, 2019: Multi-factor ETFs: Value And Momentum
We look at value-momentum combined ETFs.
October 14, 2019: Low Volatility Factor ETFs
Low volatility factor can indeed outperform broad base stock indexes.