lukestein’s avatarlukestein’s Twitter Archive—№ 2,512

  1. …in reply to @nikir1
    @nikir1 May also be worth assessing the amount of turnover involved in maintaining the equal weighting? 🤷🏻‍♂️The diversification benefit comes from cross-sectional return dispersion which is exactly what drives EW rebalancing trades. (Of course, all large cap → cheap trades…)
    On twitter.com Twitter logo lukestein’s avatar ♻️ 4 Retweets ❤️ 2 Favorites Mood +4 🙂
    1. …in reply to @lukestein
      @nikir1 Made me curious. Looks like 500 EW has beaten 500 by 1% per year over last decade (price appreciation, not returns 🤦🏻‍♂️)
      oh my god twitter doesn’t include alt text from images in their APIoh my god twitter doesn’t include alt text from images in their API
      Permalink On twitter.com Twitter logo lukestein’s avatar ♻️ 4 Retweets ❤️ 2 Favorites Mood +3 🙂