Retail

Would You Bet Your Retirement on a Repeat Performance?
In Asset Allocation, Retail, Retirement on February 28, 2012
Canadian investors have done well by staying close to home over the past 16 years. How much are you willing…
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ECRI’s Indicators Confirm Recession ‘In Short Order’
In Market Commentary, Retail, Valuation Based Equity Market Forecasts on February 24, 2012
While we deride forecasting for the purpose of investing, we understand that many people are curious about the state and…
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Volatility Harvesting and the Importance Of Rebalancing
In Correlation, Retail, Systematic Investing, Volatility on February 22, 2012
We have now written about the importance of observing historical volatility when making rebalancing decisions (see here, here and here)…
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Sky-High Bullish Sentiment Suggests Caution is Warranted
In Behavioural Finance, Market Commentary, Retail on February 10, 2012
We have not yet tested these sentiment indicators for significance, but with stock market sentiment reflecting such extreme bullish confidence,…
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Consulting Behemoth Russell Investments Advocates Volatility Sizing
In Retail, Volatility on February 2, 2012
We published an article in November that demonstrated the importance of sizing asset class exposures based on volatility that received a…
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Balancing the Balanced Fund (Canadian Edition) with Dynamic Volatility Weighting
In Asset Allocation, Correlation, Optimization, Retail, Systematic Investing, Volatility on December 24, 2011
Prologue: This is a ‘Canadian-ized’ version of an article we published on Monday, December 19, 2011, which featured a study…
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Balancing a Balanced Fund (Japan Edition) with Dynamic Volatility Weighting
In Asset Allocation, Correlation, Retail, Systematic Investing, Volatility on December 24, 2011
Prologue: This is a ‘Japan-amized’ version of an article we published on Monday, December 19, 2011, which featured a study…
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Balancing the Balanced Fund with Dynamic Volatility Weighting
In Asset Allocation, Correlation, Retail, Systematic Investing, Tactical Alpha, Volatility on November 10, 2011
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Demographic Blues
In Industry Illusions, Market Commentary, Retail, Retirement on August 23, 2011
The Federal Reserve Bank of San Francisco published a fascinating piece of research on Monday relating U.S. stock market performance…
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Adapt or Fail
In Asset Allocation, Retail, Systematic Investing, Tactical Alpha on July 29, 2011
The previous article in this series discussed the ebb and flow of stock markets as they move through long periods…
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