Risk Management Indexing index construction methodology has showcased its workability across markets, assets, risk preferences. In this white paper, we illustrate the working of RMI across different market scenarios, a bull market, a bear market and a sideways market. We had such market scenarios over the last decade across regions. For this paper, we have […]
A key test for trading systems, quant strategies or models is how they behave in different market conditions. At any point of time there are markets which are positive, negative and sideways. This is quite normal as at a group level market components are witnessing different performance cycles. The RMI US Active 30 was benchmarked […]
A key test for trading systems, quant strategies or models is how they behave in different market conditions. At any point of time there are markets which are positive, negative and sideways. This is quite normal as at a group level market components are witnessing different performance cycles. The RMI US Active 30 was benchmarked […]
Beating the market when it’s in a secular upside is a hard feat. This is why there are few markets that have outperformed the S&P since 2009. RMI US Active 30 however manages to eke out another outperformance by running marginally ahead of S&P 500 this year. The active model remains 90% invested and has […]
Beating the market when it’s in a secular upside is a hard feat. This is why there are few markets that have outperformed the S&P since 2009. RMI US Active 30 however manages to eke out another outperformance by running marginally ahead of S&P 500 this year. The active model remains 90% invested and has […]
A worst performers’ portfolio delivers more than a best winners’ portfolio over longer terms of investing. Building my case from last time (the fortune index), where I suggested databases should talk to themselves and if natural systems express universal laws like patterns, divergences, seasonality and constants then the data generated or derived from these natural systems should […]
Somehow my Interdisciplinary mind registered Eugene faster than Fama. After all Eugene Stanley the father of Econophysics could also get a Nobel. If Psychologists could get the biggest award for Economics, a physicist could have been there too. But then the surprise became bigger, not because it was Fama not Stanley but because Robert Shiller […]
” The New Passive ” – 20 Oct 2013 The investment business is primarily about beating a sector benchmark, or peer funds, or simply delivering more than a composite index. Though 90% of the money managers fail to consistently beat the benchmark, delivering more than the benchmark is considered as a filter which separates the […]
Fusion Analysis: Combining Fundamental, Quantitative and Technical Analysis The MTA is excited to announce a collaboration with Raiffeisen Bank International to present the MTA Annual Meeting – a full day technical analysis educational seminar on November 15th, 2013. The presentations will be focused around the concept of combined analytical models, or what has been called “Fusion Analysis.” Delegates […]