Trading for a sub 1 Million Account

Trading for a sub 1 Million Account

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Trading for a sub 1 Million Account
Trading for a sub 1 Million Account
High Beta Analysis

High Beta Analysis

Even the best go down in a reflation market!

Andreas Himmelreich's avatar
Andreas Himmelreich
May 09, 2022
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Trading for a sub 1 Million Account
Trading for a sub 1 Million Account
High Beta Analysis
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I was wondering why my high beta stock systems are that strong in the long term (even very volatile):

What I read in academic papers is:

High Beta is one of the best trending factors (if up with relative strength that is predictive!).

Furthermore, there is a strategy of academics called “betting against high beta” (BAB), that shorts the highest beta names …

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