Asset Allocation and Portfolio Construction Using Relative Strength Strategies
Date of Live Event: April 5, 2019
Andy Hyer
Client Portfolio Manager
Nasdaq Dorsey Wright
Advisor Q & A
1. Are factor strategies crowded? Most smart beta products appear to be chasing the same factors. Does this reduce or eliminate expected outperformance?
2. Did you take into account the survivorship bias in analyzing the efficiency of the strategy?
3. Do you construct portfolios via signal blending or portfolio blending? (Do you blend all factors when selecting stocks for your portfolios? Or do you allocate a portfolio to stocks that screen the highest in each category?)
4. Do you offer ETFs based on relative strength?
5. Do you use 3 box reversal, 1 box reversal or both on the relative point and figure charts?
6. Explain more about the differences between growth and momentum in terms of types of companies.
7. How does international investing factor into your Value/RS analysis?
8. I am currently using factors as a complimentary piece to my core holdings as well as individual stocks. What are some best practices for determining the percentage factors should play in the portfolio and how often you should rebalance them?
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