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
Microcaps or miss performance!

Microcaps or miss performance!

Kill your bias!

Andreas Himmelreich's avatar
Andreas Himmelreich
Mar 01, 2022
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Trading for a sub 1 Million Account
Trading for a sub 1 Million Account
Microcaps or miss performance!
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Hey, just saw that paper.

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4016481

It is about how to weight your portfolio. I back tested it for micro caps and small caps, not much success, so I stay with my equal weighted portfolios.

BUT:

The above shows, that if you exclude micro caps (on the 3 or 5 factor model of Fama and French) your performance ge…

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