Factor Investing and the Business Cycle
Moderator: Aitrus
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- Posts: 2116
- Joined: Wed Jan 05, 2011 2:32 pm
Factor Investing and the Business Cycle
I am a big supporter of factor investing. Below are two articles that provide some solid background on factor investing and the business cycle:
https://www.factorinvestor.com/blog/201 ... omic-cycle
https://www.cfapubs.org/doi/pdf/10.2470/rf.v2016.n4.1
https://www.factorinvestor.com/blog/201 ... omic-cycle
https://www.cfapubs.org/doi/pdf/10.2470/rf.v2016.n4.1
Re: Factor Investing and the Business Cycle
Interesting. Where would you say we are currently in the business cycle?
Interfund Transfer
Firstly I apologize for replying out of context, I am new to tspcenter and don't know how to start a new forum. In the past when transferring from any fund into G fund the move didn't count against your two moves per month limit. That is no longer the case today. The first two moves in any direction count towards the monthly limit, which in reality makes trend chasing limited to one move per month. I (as I assume many of you) transfer funds to G when the market downtrends, then transfer back into other funds once a trend reversal is predicted. With the first move into G counts towards the monthly limit I find my portfolio remaining in G until the 1st of the next month hence missing out on early uptrends. Now to my point...
Is it feasible to start a petition and submit to the TSP governing body to reinstate the two allowable moves per month to not be effected by any move into G?
v/r
Aaron
Is it feasible to start a petition and submit to the TSP governing body to reinstate the two allowable moves per month to not be effected by any move into G?
v/r
Aaron
Re: Factor Investing and the Business Cycle
Welcome to the forum.
Their is a "new topic" button below the last message on each thread (look down & to the left). IFT issue has been debated unsuccessfully, ad nauseum; it is unlikely to change.
Suggest you look around the forum, particularly at the seasonal strategies.
Their is a "new topic" button below the last message on each thread (look down & to the left). IFT issue has been debated unsuccessfully, ad nauseum; it is unlikely to change.
Suggest you look around the forum, particularly at the seasonal strategies.
Fund Prices2024-04-18
Fund | Price | Day | YTD |
G | $18.19 | 0.01% | 1.27% |
F | $18.62 | -0.30% | -3.14% |
C | $78.45 | -0.21% | 5.50% |
S | $76.12 | -0.20% | -1.27% |
I | $40.67 | 0.02% | 1.21% |
L2065 | $15.58 | -0.13% | 3.04% |
L2060 | $15.58 | -0.13% | 3.04% |
L2055 | $15.58 | -0.13% | 3.04% |
L2050 | $31.35 | -0.13% | 2.44% |
L2045 | $14.32 | -0.12% | 2.35% |
L2040 | $52.37 | -0.11% | 2.29% |
L2035 | $13.85 | -0.10% | 2.21% |
L2030 | $46.21 | -0.09% | 2.15% |
L2025 | $12.93 | -0.05% | 1.72% |
Linc | $25.28 | -0.04% | 1.51% |