PROJECTS
Blog; Beat the stock market casino
In 2019 Holland Park Capital London started a blog based on the book "Beat the stock market casino" in order to show how easy it is to start and build a time diversified stock market portfolio. The blog started on https://act.activeinvesting.co.uk/. These blog posts are on this website as well.
Book; Beat the stock market casino
In 2019 the first version of the book "Beat the stock market casino" was published on Amazon. This tiny book has some common sense pointers on how one can start investing for one's retirement. There is no such thing as a sure thing in the stock market, but for optimistic people that do not loose sleep with every wobble of the stock market, equities can be very rewarding. There are a lot of different ways to invest in the stock market successfully. Beat the stock market casino describes the method Rogier G. van de Grift uses himself.
Trading Portfolio; Momentum
Another way to invest successfully in the stock market is to use the momentum factor. Holland Park Capital London has developed a proprietary quant screen that uses momentum to invest money in stocks. One of the regions active managers have most trouble outperforming is in North America. People say the market in the US is very "efficient". The SPIVA end of 2019 scorecard states 89% of US large-cap funds under-performed the S&P 500 over the past decade. The Holland Park Capital London real money portfolio didn't outperform the S&P 500 index ETF in the US enough to make it worthwhile after almost 3 years.. See the Trading Portfolio; Momentum blog for more information. It shows again that time in the stock market can be more important than timing the stock market. Long live the S&P 500 index ETF :)
Shannon buy the dip and sell the rally experiment
The Constant-Proportion Rebalanced S&P 500 ETF Portfolio Experiment
Or in normal folks language The Shannon buy the dip and sell the rally experiment..
Shannon proposed a constant-proportion rebalanced experiment at MIT where you shift assets at every rebalance to maintain the original 50-50 proportions of stock and cash. The experiment is contrarian by default. The stock market goes down and the experiment puts more cash into the stock market. When the stock market goes up the method sells some stock market exposure and puts the proceeds into cash. The constant-proportion portfolio buys the dip and sells the rally. The real money experiment started on the 9th of August 2023. See the blog page on this website for more information.