Episode 287: The Big Mo, Emerging Market GDP Follies, And Flying On A Golden Butterfly

In this episode we answer emails from Chas, MyContactInfo and JDM.  We discuss momentum-based funds and strategies (see also Episodes 218, 231 and 234), the inherent difficulties of trying to use GDP and other macro-economic data to make investing decisions and the basics of implementing a Golden Butterfly portfolio.

Links:

AQR Article -- Fama on Momentum:  Fama on Momentum (aqr.com)

Interview of Professor Fama:  INVESTORS FROM THE MOON: FAMA (top1000funds.com)

Chas' Asset Correlation Analysis:   Asset Correlations (portfoliovisualizer.com)

VIOV vs. XSVM vs. DFSVX:  Backtest Portfolio Asset Allocation (portfoliovisualizer.com)

Swedroe Article re GDP and Emerging Markets:   Is there a link between GDP growth and emerging market returns? | TEBI (evidenceinvestor.com)

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