In “Stock Market Valuation and the 2020’s in R” I investigated whether the CAPE ratio could forecast the future trajectory of earnings and/or stock returns… The post Structural Change in Stock Market Valuations appeared first on Light Finance.

I’ve been thinking about valuations a lot lately. If you’ve been following the stock market in recent months, then you will doubtlessly be aware that… The post Stock Market Valuation and the 2020’s in R appeared first on Light Finance.

As the ultimate store of value, gold has appreciated substantially over the past 18 months; rallying from ~$1,300 in March 2019 to $1,954 on September… The post Drivers of Gold Returns in R appeared first on Light Finance.

A common problem when evaluating a portfolio manager is that the history of returns is often so short that estimates of risk and performance measures… The post Better Portfolio Performance with Factor Model Monte Carlo In R appeared first on Light Finance.