Value Investing Strategy (Strategy Overview)

Allocations for June 2025 (Final)

Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for June 2025 (Final)

1st ETF 2nd ETF 3rd ETF

Size Effect

Do the stocks of small firms consistently outperform those of larger companies? If so, why, and can investors/traders exploit this tendency? These blog entries relate to the size effect.

Weighting for Returns

March 15, 2005 - Size Effect

In his December 2004 paper, Jason Hsu shows that: “Cap-Weighted Portfolios Are Sub-optimal Portfolios”. Noting that over $10 trillion are currently invested in passive capitalization-weighted indices, he examines data from 1962-2003 to show that: Keep Reading