Another week has passed and so its time for a new update as of 29 July 2022. When looking at the now almost one moths old results, we see that (i) the investments are going green and I’m jet not losing money, (ii) the ^OMX is still doing better though, and (iii) SINCH.ST is going crazy.  I’m soon looking forward to using a longer period of my results so far and present you with some more sophisticated measures of performance evaluation.  Next week, it is also finally time to make a new monthly investment using the data available as of 1 August 2022.

Here comes my update of the week, as of 22 July 2022. Three weeks have now passed since I first started to follow my investment strategy. And so far, the results are not too bad. I have managed to obtain a positive return with respect to my TOTAL portfolio. Meaning, that at least I’m not losing money. However, the ^OMX return is still higher. Hence, there is still a lot more work to do before beating the market. 

Here’s a short update of how my investment is going as of 15 July 2022. For brevity, I only show you the stock-specific updates for my five largest holdings. Followed by an update of my total portfolio (TOTAL) in comparison with the overall OMX Stockholm 30 Index (^OMX). Right now, things don’t look super exciting. Although, of course, after only two weeks’ time, it is still too early to tell how/where anything is going.

--- I encourage all of you to see A few simple rows – Restated for the most up-to-date work --- Today, I show you a simple illustration of how the investment strategy works. For brevity, I choose to focus on only five of the most popular OMX 30 constituents. Doing so, I overcome some of the problems associated with irregular pricing dates and missing values and my code will hopefully also become easier to follow.  First, we need data and I use yfinance to download historical prices and volumes.   Second, I take out the adjusted close prices and volumes from the total data frame. These will be used for calculating stock returns and the two asset factors of past trading volume and market beta .  Before we continue any further, it now makes sense to show you some of the math behind the strategy that is largely based on the parametric portfolio policy . If you want to even more about this topic, I recommend you take a look at my master's thesis in finance (a...

I develop my own kind of investment strategy with a special focus on data accessibility and feasibility. My goal is to show how any individual can take control over her own finance using an open strategy that is still competitive with the market and/or with other investment alternatives. With the help of just a few simple rows of code and publicly available data, this strategy begins with a version of the  parametric portfolio policy . In essence, it uses the two asset factors: past trading volume , and market beta  for finding the optimal asset allocation. As of 3 July 2022, following this strategy, I made my first “purely platonic” investment of which the allocations and outcomes are displayed below.  The investible universe is restricted to the OMX Stockholm 30 Index (^OMX) constituents. Having only approximate 30 different stocks to choose among may seem slightly limited. But for me, it makes a good and fairly feasible base to start with. Next, I will show you a more...