StockViz

StockViz
Markets and Investment Strategies.
Created 11 Dec 2019
12
Posts
4
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4
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10
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  • Cryptonite October 2021
    30 Oct 2021 • 2 min read
    This is the last weekend of the month so its time for Cryptonite - our monthly roundup of all things crypto - with Tejaswi Nadahalli. You can follow Tejaswi on twitter @nadahalli and he blogs at tejas...
  • The Dogs of Spiders
    23 Oct 2021 • < 1 min read
    Over the last couple of weeks, we’ve been looking at different ways to trade the S&P 500 Sector SPDRs (Spiders.) We started with using the Efficient Frontier to make the allocation decision for us in ...
  • Rotating Spiders
    16 Oct 2021 • < 1 min read
    Last week’s post introduced the S&P 500 Sector Spiders and presented a backtest of a simple strategy (that didn’t work.) StockViz Spider Hunting At StockViz, we are big fans of diversified portfolios....
  • Spider Hunting
    09 Oct 2021 • < 1 min read
    At StockViz, we are big fans of diversified portfolios. While investing in international funds have gathered traction lately, Indian investors continue to be under-diversified. We have been beating th...
  • Momentum without the Crash
    02 Oct 2021 • 1 min read • 1 4
    Momentum strategies have given outsized returns in India. However, the naïve, monthly-rebalanced portfolios have punished investors with +50% drawdowns every 3-4 years. It is this crash risk that keep...
  • Cryptonite September 2021
    25 Sep 2021 • 4 min read • 1 0
    This is the last weekend of the month so its time for Cryptonite - our monthly roundup of all things crypto - with Tejaswi Nadahalli. You can follow Tejaswi on twitter @nadahalli and he blogs at tejas...
  • Beginner's Luck in Quant Investing
    18 Sep 2021 • 2 min read
    You only control the process, not the outcome. No matter how robust the research, it is inevitable that investment strategies will hit rough patches. There's a fair bit of beginner's luck involved as ...
  • Getting Started
    16 Sep 2021 • < 1 min read
    We are often asked by our readers to help them chart out a path for their investment journey. While we strongly believe that each investor’s risk appetite, hopes and goals are unique, we also understa...
  • Strategies at Work
    23 May 2020 • 2 min read • 1 0
    Factor Momentum We introduced Factor Momentum in our newsletter Factors - Risk and Returns. The basic question was: can factors (value, momentum, quality, etc.) be timed? We had run a backtest at that...
  • Optimized Portfolios
    15 Jan 2020 • < 1 min read • 1 0
    In our previous letter, we looked at how using historical standard deviations on a momentum index can potentially reduce its future drawdowns. It showed us how volatility at the portfolio level can be...
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