Read my latest IPE article: Reform focus turns to quality and cost

Phase two of Sweden’s premium pension system reform aims to weed out poor investment pension funds and preserve the best • Phase one: stricter rules to be on premium pension platform but still 500 funds• Phase two: make the Swedish Pension Agency an institutional fund buyer • Agency goes from open architecture to guided choice: from […]

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Aiming to establish Sweden’s best fund selection team

Article in Nordic Fund Selector Journal, Fbnw: https://www.fbnw.se/articles/2018/october/aiming-to-establish-swedens-best-fund-selection-team/  

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Sustainable funds: One of my latest work in regulation

See one of my latest work in regulation; sustainable funds: http://www.regeringen.se/pressmeddelanden/2017/06/okad-jamforbarhet-och-battre-forutsattningar-for-fondsparande-att-gora-hallbara-fondval/  

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On the Returns of Trend-Following Trading Strategies

My Licentiate thesis show that the returns of trend-following trading strategies correlates with market volatility and can provide something of a hedge against equity crises, i.e., risk-shocks, when included in multi-asset portfolios. Read for yourselves: http://www.usbe.umu.se/digitalAssets/195/195397_ues948.pdf

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Skydda dig mot börsnedgångar med rätt CTAs

Jag länkar här till min korta notis i Hedge Nordic angående hur du som investerare kan skydda dig mot börsnedgångar med rätt CTA hedgefonder. Notisen är en kort variant av en längre artikel på samma ämne skriven av mig samt Jarkko Peltomäki vid Stockholm Business School och antagen för publicering i Journal of Alternative Investments […]

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Förbättra avkastningen på CTA / Managed Futures hedgefonder

Jag länkar här till min artikel publiserad i Hedge Nordic ang. hur förvaltare kan förbättra avkastningen i sina hedgefonder. Förbättra avkastningen av hedgefonder Hedge Nordic Trevlig läsning      

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CTA: Cap your losses to reap the gains

In this month issue (June 2014) of Citywire Global Finance Magazine, I present my most recent research on the effects of stopping of losses on the long-run profitability of Managed Futures / CTA hedge funds. I attach the PDF below 45_toolkit and workspace_June-14    

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Acknowledged for my work on money management in futures trading

The money management authority and legend, Ralph Vince, acknowledges my work, and is kind enough to link my paper on money management to his webpage; http://ralphvince.com/ . Thank you Ralph! It is an honor.

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Money management for maximizing the returns of futures trading

In this post I present my job-market paper in financial economics titled “Money management with optimal stopping of losses for maximizing the returns of futures trading” Abstract, introduction and concluding discussion is given below. To read the paper in full (pdf), visit the Umeå Economic Studies series with the following links: http://www.usbe.umu.se/enheter/econ/ues/ues884/ http://www.usbe.umu.se/digitalAssets/142/142829_ues884.pdf   Author: […]

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Day Trading with Opening Range Breakout Strategies

Written for the Canadian Society of Technical Analysts. Updated version Day Trading with Opening Range Breakout Strategies  

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