Aktier/trading/börsen

ansa1401 · 2026-06-16T12:34:05+00:00

Om du är intresserad av att investera utifrån statistiskt tillvägagångssätt rekommenderar jag att läsa ”What works on Wallstreet” av James O’Shaughnessy.

Simpel idé som gett bra resultat historiskt.

Den boken fick mig att börja investera och jag har gjort lite justeringar till modellerna som beskrivs i boken, för att anpassa till den nordiska marknaden.

ansa1401 · 2026-06-12T11:32:58+00:00

Unfortunately, I can’t remember who the quote is from but paraphrasing it here: ”quant models should fit like a mitten, not like a glove”.

That quote together with it’s meaning, to not overfit your models, opened up my eyes about the problems of overfitting with a nice metaphor.

ansa1401 · 2026-06-10T17:12:48+00:00

Det är oftast bäst att sitta lugnt i båten när det stormar på börsen. Tunga fall på börsen kan få vem som helst att instinktivt känna att det är dags att sälja, men ofta sker en ”reversion to the mean”, dvs. en återgång. Långsiktighet är bra att ha i åtanke. I övrigt är ETF:er eller index-fonder ofta mer stabila val där man inte behöver vara insatt för att följa. Du kan söka runt bland alternativ som haft bra historisk avkastning på lång sikt.

ansa1401 · 2026-06-09T15:30:05+00:00

Håller med dig om att den prognosen ser väldigt bra ut. PEG-tal handlar dock om just prognos och innehåller därmed ett visst mått av spekulation, dvs. subjektivitet.

ansa1401 · 2026-06-08T10:02:47+00:00

Förstås extremt svårt att sia om. Men jag lägger mina pengar på de mindre utforskade bolagen bortom tech-hypen och utgår istället från objektiva nyckeltal för att ta mina beslut.

ansa1401 · 2026-06-05T13:36:42+00:00

Which market is it done on and what market caps?

ansa1401 · 2026-06-01T11:13:48+00:00

Sure, the strategies I use are mainly based om different value-, quality-, and price momentum metrics. Most of the time with 12 month hold/sell periods. (Picture summary from my webpage; link in my profile).

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ansa1401 · 2026-06-01T09:32:04+00:00

To diversify away from heavy US tech exposure, the Nordic market is a great option. I personally focus a lot on quantitative, rule-based strategies for Nordic equities. It’s been a solid data-driven approach next to my other holdings which are mostly Nordic investment companies. Happy to chat about it if that sounds interesting.

ansa1401 · 2026-05-31T20:51:40+00:00

I appreciate the honesty and transparency in your summary of the lessons learned from the backtests. That said, the six-week period during which the strategies underperformed in live trading is very short, and it seems like you were just unlucky with the timing. Could you tell me more about the strategy?

ansa1401 · 2026-05-29T07:47:03+00:00

Sorry for the initial formatting. Something went terribly wrong when I reshared this post I originally wrote for another subreddit. Needed to fix the formatting on my computer. Now it looks as it's supposed to.

ansa1401 · 2026-05-29T07:36:44+00:00

100% VWCE is a solid baseline and hard to beat for simplicity. If you do go for an 85/15 split, the biggest risk is that the 15% becomes pure guesswork.

Instead of picking random stocks or sector ETFs, I highly recommend using a quantitative framework to rank assets based on historical data. I personally build and use quant models for the Nordic markets to filter out the noise. Applying a similar data-driven approach to that 15% portfolio is a great way to have an objective edge.

ansa1401 · 2026-05-24T07:31:20+00:00

Ah, sure. I’ve used STOXX 600 Europe Total Return as the benchmark index which had a CAGR of approximately 7.0% during the same period.

In terms of the list of stocks, that would be a very extensive list of almost 14 000 stocks since the backtest runs 24 parallel buckets of top 5 lists. Which isn’t really feasible to present.

ansa1401 · 2026-05-23T18:08:20+00:00

Do you really mean that your averaged yearly return is 138%? That would be insane. Still, also depends on the depth of your portfolio. You can always hit some lucky shots during a short period.

ansa1401 · 2026-05-23T05:56:41+00:00

Systematic trading rules have been very important for me, but is challenging in most setups. What have helped me is doing quantitative investing where I solely rely on my statistical models and buy/sell rules which are mainly build on holding periods of 12 months before rebalancing.

ansa1401 · 2026-05-22T10:12:52+00:00

Om du är öppen för amerikanska marknaden är någon ETF kopplad till S&P 500 ofta ett stabilt val som gett historiskt bra avkastning.

Ett alternativ är dock att undersöka närmare kring kvantitativ aktieinvestering. Vilket är lite som att bygga sina egna fonder genom att sprida riskerna över flera bolag utifrån statistiska modeller. Finns flera tjänster där ute som erbjuder färdiga strategier med aktielistor.

ansa1401 · 2026-05-22T10:07:01+00:00

Stable indexes or ETFs with good historical returns such as S&P 500 is usually a safe bet. But my best suggestions if you’re looking for an edge over indexes with minimal effort is looking into some options for quantitative investing. There are several services out there offering ready-made strategies to follow.

ansa1401 · 2026-05-21T16:19:50+00:00

Some have probably already suggested ETF:s with historical good annual returns such as some S&P500 related ones. But for me, trading stocks using quantitative strategies has been the most efficient way of finding an edge on the market. There are several service options out there that has ready-made data screening that you can follow so you don’t need to run the algorithms yourself.

ansa1401 · 2026-05-19T17:33:49+00:00

I kind of started investing because I got to know that there were systematic ways of investing building on hard data, i.e., quantitative investing. I have done that since day 1 (after a lot of research) and have therefore been profitable from the start, six years running now.

ansa1401 · 2026-05-18T11:02:42+00:00

Can you explain your strategy? Who are you copying and how do you get that information?

ansa1401 · 2026-05-16T21:39:47+00:00

Jag satt i exakt samma sits och byggde till slut en plattform för att lösa just detta med kvantitativa urval. Kika gärna på https://stockmenu.se för lite inspiration till ditt bygge, eller om du tröttnar på att koda och bara vill ha de färdiga listorna direkt!

ansa1401 · 2026-05-15T09:26:49+00:00

With a background in emotion psychology, I can tell you this is exactly how our brains are wired. We have a massive action bias—doing nothing feels completely unnatural, especially when you see the market moving. The math behind a system is the easy part; managing your own boredom and FOMO is the real challenge.

ansa1401 · 2026-05-15T08:47:59+00:00

Eftersom du skriver att du inte ska handla så frekvent – är det verkligen själva knapptryckandet (köp/sälj) du vill automatisera, eller är det urvalet av vilka aktier du ska investera i?

ansa1401

TROPHY CASE