Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
 Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI

Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (16) |
Author: rayvt ✧🐝  😊 😞
Number: of 3959 
Subject: Re: 135% return on mungofitch's "esoteric op
Date: 12/28/2024 9:24 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 4
"There are some firms that I find odious ..."

Well it would be very fun to hear which firms those are. And whether, by excluding them, your results improve or not.

The first obvious one that comes to mind is MO/PM and other tobacco companies. 2nd would be casino/gambling companies.

PM + MO is currently 0.54% weight in SPY. You could create a portfolio without those by negative weight (i.e., short) them and add that much to SPY weight.

Backtest: https://testfol.io/?s=adcs9RA6k9O

The difference with or without excluding them in SPY is negligible.




Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (16) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Ticker or Board Name Author

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds