Sunday, March 1, 2015

Increasing Alpha

Complementing a long-term fundamentals-weighted strategy with a prudent commitment to a short-term momentum strategy might, in aggregate, produce attractive risk-adjusted returns.
I tried this method for last month. My portfolio could make net gain of 5% in February. During the last days of February, ie budget week I filled portfolio with low betas. Also my holdings were on 35-40% of total capital. A comfortable cash buffer was arranged to soften the market fall.
Thanks to the Pharma Sector ..As i have given more weight to this area.
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