best beta estimate and historical leverage cost?
Business, Finances and Investing Forum
i'm actually curious as to 2 things so i lumped them in here,
i looked into best historical beta (time period, frequency, benchmark etc) and got alot of good insight from this article...
Use of options, leverage, and short sales
The following is an article by Rekenthaler of Morningstar about complex strategies that are used by hedge funds and the mutual funds that follow option, leverage, and short selling strategies. On average these strategies over the past decade have reduced rather than enhanced returns relative to p...
Smart beta? GSLC
Any thoughts on smart beta funds i know there are a few low cost options nowWhat do you think of Goldman's active beta etf
Would You Leverage This Strategy?
If you had a strategy that had tested well and then performed in live trading as predicted by your testing, and it had a maximum historical drawdown of 20% with no leverage, would you leverage it? If so, by how much?
Beware of Smart Beta ETFs when using Technical Analysis
The increasingly popular "smart beta" ETF's are rebalanced quarterly based on some "smart" factor that is fundamentally or technically based. Most traditional "dumb beta" ETF's are capitalization-weighted.Here's the rub: In some cases, the rebalancing of these smart ETF's can change the com...
Valuation of Value, Quality, Small; assets in Momentum
It's relatively simple to assess valuations for market indexes. For example, we can compare current CAPE to historical CAPE. (“Valuation” in this case shows 10 year return if CAPE reverts halfway to historical mean.)But is there a free, easy, and sensible way to gauge valuations forValue Qua...
Cost of Production in EP Energy Companies
Hey everyone, What is the best way to estimate the cost of production in E&P companies? It seems like there should be a way to estimate cost per BOE production.
Smart Beta 2.0 =100% historical probability to outperform!
Wow! Just saw an ad stating there is a 100% historical probability to outperform [3 yrs]!Apparently there is "a new approach to Smart Beta Investment" which purportedly combines factor investing and smart beta to produce the Smart Beta 2.0 approach. ......
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