There are 3 important factors to guide my views on asset class allocations and to sniff out some opportunities in global markets.

These 3 factors are Valuation, Volatility and Price Trends. Valuation is a good indicator of long-term returns while Price Trend is helpful for guiding my short-term view (of less than 1 year). Low volatility is a helpful indicator for above average risk-adjusted returns over the long term.

04 March, 2014 /
No single approach of trend measurement method can systematically deliver better results across all dimensions. To determine which method is appropriate, various aspects need to be considered. These include length of measured trend, the way signal is compared and conversion of signal into position.

01 December, 2013 /