MI218: Rules Based Investing w/ Michael Gayed
The Intrinsic Value Podcast - The Investor’s Podcast Network
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Utility Sector and the Beer Beta Rotation Approach
i really liked your paper on the utility sector and the beer beta rotation approach. And i'm just curious, for our listeners who haven't read it, can you just kind of walk us through this beta rotation strategy? If utilities are perfoming the stock market on a rolling four week basis, go into utilities. Otherwise, if utilities are under performing the market, the relative momentums a week, go into the market. The idea here is that market timing doesn't work because with any signal, you have false signals.
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