From platonic to true love

This month, March 2023, will be the first month when I invest according to my strategy using real money. Yes! I am finally confident enough in my ParaTopia strategy and I’m ready to bet some money on it. 

The allocation in %, expected to enter the REAL market tomorrow is displayed below. 

Specifically, this corresponds to the following unit-wise allocation for a budget á 5000 SEK: ASSA-B.ST = 1, ATCO-A.ST = 4, BOL.ST = 1, ERIC-B.ST = 2, ESSITY-B.ST = 1, INVE-B.ST = 1, NDA-SE.ST = 4, SAND.ST = 1, SEB-A.ST = 2, SHB-A.ST = 5, SKF-B.ST = 1, SWED-A.ST = 2, VOLV-B.ST = 3. 

There are a lot of financial stocks this time which indeed will be interesting to follow. Also note that I have obtained this allocation using the brand-new investment strategy presented in Devils and details (i.e., the non-restricted optimization model with standardized weights). The thetas of the month amount to 2.99 for dolvol and 0.96 for momentum.