MFOHome About Commentary Discussions Funds The Best Resources Support Us!

Howdy, Stranger!

It looks like you're new here. If you want to get involved, click one of these buttons!

Sign In Register

Categories

In this Discussion

Here's a statement of the obvious: The opinions expressed here are those of the participants, not those of the Mutual Fund Observer. We cannot vouch for the accuracy or appropriateness of any of it, though we do encourage civility and good humor.

    Support MFO

  • Donate through PayPal

Timing “Smart Beta” Strategies? Of Course! Buy Low, Sell High!

TedTed
in Fund Discussions
FYI: A contrarian timing approach—emphasizing factors or strategies trading cheap relative to their own historical norms, and deemphasizing the more expensive factors or strategies—can improve performance, but should be used in moderation to avoid increasing portfolio risk from a loss of diversification.
•Contrarian timing is a form of value investing, but is not the same as doubling down on value risk. Relative valuation may support investing in the value factor when value is cheaply priced, and conversely, may indicate avoiding the value factor when it is expensive
Regards,
Ted
https://www.researchaffiliates.com/en_us/publications/articles/541_timing_smart_beta_strategies_of_course_buy_low_sell_high.html

Comments

Sign In or Register to comment.