New year and Hello ALIV

Time for the first investment this year. For January 2023, I continue to use my dynamic investment strategy (see A few simple rows – Restated FMI) which has derived two rather aggressive thetas of -12.75 and 0.99 for Dolvol and Mom, respectively.

Above, you see the approximate allocation of stocks to be invested in as of Monday, 9 Jan 2023. I will be glad to welcome ALIV-SDB.ST as a new member of the ParaTopia portfolio.