Episode 287: The Big Mo, Emerging Market GDP Follies, And Flying On A Golden Butterfly

Sep 7, 2023

23:58

In this episode we answer emails from Chas, MyContactInfo and JDM. We discuss momentum-based funds and strategies (see also Episodes 218, 231 and 234), the inherent difficulties of trying to use GDP and other macro-economic data to make investing decisions and the basics of implementing a Golden Butterfly portfolio.

Links:

AQR Article -- Fama on Momentum: Fama on Momentum (aqr.com)

Interview of Professor Fama: INVESTORS FROM THE MOON: FAMA (top1000funds.com)

Chas' Asset Correlation Analysis: Asset Correlations (portfoliovisualizer.com)

VIOV vs. XSVM vs. DFSVX: Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Swedroe Article re GDP and Emerging Markets: Is there a link between GDP growth and emerging market returns? | TEBI (evidenceinvestor.com)