20.1 What Is Hierarchical Risk Parity (HRP)? HRP is a modern, machine-learning–inspired approach to building diversified, risk-balanced portfolios. Developed by Marcos López de Prado in 2016, HRP uses hierarchical clustering
ETF Investment For Beginners Chapter 19 – Integrating Alternative Data & Sentiment into ETF Trading
19.1 Why Alternative Data Matters for ETF Traders Beyond traditional indicators and price signals, alternative data—like news sentiment, social media chatter, search trends, and satellite data—offers a faster, richer edge.
ETF Investment For Beginners Chapter 18 – Machine Learning Filters for ETF Pairs Trading
18.1 Introduction Previously, we examined ETF pairs trading strategies rooted in cointegration. Now, we enhance them with machine learning (ML)—seeking sharper pair selection, signal definition, and risk control using data-driven
ETF Investment For Beginners Chapter 17 – ETF Pairs Trading: Statistical Convergence for Market-Neutral Returns
17.1 What Is ETF Pairs Trading? Pairs trading is a market-neutral strategy designed to profit from the relative price divergence between two highly related ETFs. You simultaneously long the laggard
ETF Investment For Beginners Chapter 16 – Profitable Exit Techniques & Pyramiding Winning ETF Trades
16.1 Why Exit Strategy Matters Locking in gains on winning trades is just as crucial as cutting losses. A consistent exit plan allows you to capture profits without letting greed
ETF Investment For Beginners Chapter 15 – Direct Indexing vs ETF Portfolios: Customization & Tax Alpha
15.1 Direct Indexing: What It Is Direct indexing involves owning individual securities that mirror an index (e.g., S&P 500), rather than holding an ETF. This allows you to engage in
ETF Investment For Beginners Chapter 14 – Tax-Loss Harvesting & Rebalancing in Volatile Markets
14.1 What Is Tax-Loss Harvesting? Tax-loss harvesting (TLH) is the deliberate sale of underperforming investments in taxable accounts to recognize capital losses, which can offset realized gains and up to
ETF Investment For Beginners Chapter 13 – Tax-Aware Execution & Cross-Border Trade Timing
13.1 The Dual Impact of Execution and Taxes While earlier chapters covered trading techniques and cost efficiency, it’s critical to combine execution precision with tax awareness, particularly in cross-border and
ETF Investment For Beginners Chapter 12 – Transaction Cost Optimization & Smart Execution
12.1 Why Execution Costs Matter Even with great strategies, execution quality affects net returns. Investment costs include not just expense ratios, but also bid–ask spreads, commissions, slippage, and order execution
ETF Investment For Beginners Chapter 11 – Tax-Efficient ETF Structuring for Global Investors
11.1 Why Smart ETF Structuring Pays Taxes can quietly reduce your returns—especially when investing across borders in accumulating or distributing ETFs. Structuring your holdings with tax efficiency in mind ensures
