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Understanding Systematic Value/Momentum (Facts, Opinions and Fairy Tales)
I wanted to write a short piece trying to explain what happens in the background of my system, why I do what I do and what are the main differences…
Jan 16
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Understanding Systematic Value/Momentum (Facts, Opinions and Fairy Tales)
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October 2023
Riding the Smallcap/Largecap Cycle
Smallcap investors currently have a hard time. Cycles and periods of underperformance can be long and debilitating. This short post aims to help you…
Oct 16, 2023
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Riding the Smallcap/Largecap Cycle
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September 2023
Which US portfolios did best during the begin of the great inflation (and a shameless introduction to my new web app)
Thanks for reading Systematic Investing! Subscribe for free to receive new posts and support my work. Hello fellow investors, Yesterday I made my web…
Sep 7, 2023
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Which US portfolios did best during the begin of the great inflation (and a shameless introduction to my new web app)
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August 2023
Don't Catch Falling Knives
Buying in the 52-week low list, looking for “bargains” based on bad recent stock price performance, winning by going against the crowd… Many investors…
Aug 17, 2023
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Don't Catch Falling Knives
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Small Reminder: Don't turn your back on Smallcap Value now.
If you are either a) underinvested in Smallcap Value or b) you are overweight Smallcap Value since a while and you are disappointed and about to quit…
Aug 2, 2023
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Small Reminder: Don't turn your back on Smallcap Value now.
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June 2023
How would Cheap and Glamour Stocks have performed without multiple expansion?
How Cheap vs. Glamour seems to work Glamour had a few very good years and cheap stocks lagged the market. As a consequence, voices calling “Value” dead…
Jun 6, 2023
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How would Cheap and Glamour Stocks have performed without multiple expansion?
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Equal-Weighted vs. Cap-Weighted: In which Styles and Factors did it matter for CAGR?
There is always a big debate if you should look at factors in an equal-weighted construction or in a cap-weighted construction. Cap-weighted…
Jun 1, 2023
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Equal-Weighted vs. Cap-Weighted: In which Styles and Factors did it matter for CAGR?
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May 2023
Global Smallcap Value Investing And The Question Of Regional Allocation
The Question In my last post, I looked at the impact of different regional allocation decisions on global smallcap momentum strategies and tried to draw…
May 24, 2023
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Global Smallcap Value Investing And The Question Of Regional Allocation
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Global Smallcap Momentum Investing And The Question Of Regional Allocation
The Question In my global ranking system, I often see that the regional allocation, especially between US and exUS varies widely depending on the…
May 23, 2023
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Global Smallcap Momentum Investing And The Question Of Regional Allocation
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OM2 Network - Japanese Meat on the Bones
I bought a position in the Japanese microcap OM2 network (7614:TSEJ). Before you continue reading, please remember that none of this is investment…
May 16, 2023
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OM2 Network - Japanese Meat on the Bones
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Random Idea from the Screener: Build-A-Bear Workshop
Build-A-Bear Workshop Build-A-Bear Workshop, Inc (headquartered in St. Louis, Missouri) is a multi-channel retailer of plush animals. The company was…
May 4, 2023
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Random Idea from the Screener: Build-A-Bear Workshop
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Can Long-only Industry Momentum Portfolios be improved by excluding certain industries?
After we looked at some industry-momentum decompositions and B&H strategies of cyclical, sensitive and defensive industries, I now asked myself: If we…
May 2, 2023
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Can Long-only Industry Momentum Portfolios be improved by excluding certain industries?
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