Sigma Sandbox

Finding the Best Proxy When we are examining a fund or a portfolio and one or all of the inputs has a short history we have a couple of choices: a) ignore the issue or b) find a proxy with a longer history that best resembles the performance and the characteristics of the investment with … KYP tip#2 Finding the Best Proxy

Fund & Security Common History Analysis When assessing investments, many advisors are unable to conveniently review the common history of a larger portfolio. The default is to look at individual Annual ROR and associated risk statistics even though the periods under consideration may be wildly different. The next level is to look at fixed (3, … KYP tip #4 Common History Analysis

James Rider of FxVolResearch dives into the historical relationship of Gold & equities (S&P 500)  and demonstrates the stability and performance of a blended portfolio using some of the Sandbox tools. James reviews the relationship & also offers a very interesting observation about their future relative performance.

By: Dave Rudd Director of Sandbox LimitedA user provided some interesting observations when comparing the iconic Berkshire Hathaway Vs S&P 500 investment themes using the Sandbox visual portfolio app. Firstly, we give you the S&P 500. This is a highly diversified mainly large cap US equity strategy and is the standard for institutional investors and passive … Berkshire Hathaway Vs S&P 500

By: Dave Rudd Director of Sandbox Limited Foreign businesses have been pulling money out of China at a faster rate than they have been putting it in, says August data from the Chinese State Administration of Foreign Exchange. And what I’m now seeing is the absolute devastation of the Chinese economy. We’ve seen massive layoffs in … Threat of Politicization of Economy Drives Investment from China

By: Dave Rudd Director of Sandbox Limited     Are ESG (environmental, social and governance) factors real considerations, or are they merely a marketing ploy? Before the rise of ESG (responsible investment, sustainable investment, whatever you want to call it), most ‘ethical’ investment involved the use of screens. Non-profits ‒ especially pension funds for religious groups ‒ … Are ESG (environmental, social and governance) factors critical considerations?

JAMES RIDER of fxvolresearch on video describing what to look for when integrating CTAs with equities. He uses the Sandbox interactive app to illustrate his thesis. While the normal discussion is that the use of CTAs moderates equity volatility, he flipped the thesis by saying CTAs should use S& P500 to moderate CTA volatility. Touche!

Analysis from May 2005 – April 2024 CTA Mix is an equally weighted portfolio of three distinct CTA strategies. Each manager implements systematic strategies but with differing allocation drivers and time horizons. The three managers are 1) Risk-On, Risk-Off, 2) Niche, and 3) CTA1. By: James Rider of FXvolresearch At a recent hedge fund conference … BLEND: CTA Mix + S&P 500 TR Index 50-50 Split

Are tech stocks still worth the hype in today’s volatile market? With fluctuating valuations and rapid technological advancements, investors are questioning the sustainability of tech stock growth. This article delves into recent performance metrics, key valuation drivers, emerging technologies, associated risks, and future trends to provide a comprehensive analysis of tech stocks’ current and potential … Tech Stocks…still worth the hype?