Trend Following Reality: You Need Trends to Trend-Follow
By Wesley Gray, PhD|April 13th, 2020|Factor Investing, Research Insights, Basilico and Johnsen, Trend Following, Academic Research Insight|
You Can't Always Trend When You Want Abhilash Babu, Brendan Hoffman, Ari [...]
Compound Your Knowledge Ep 28: Bond ETF discussion with Jon Seed
By Jack Vogel, PhD|April 13th, 2020|Compound Your Knowledge, Podcasts and Video, Research Insights, Media, Fixed Income|
In mid-February, prior to the market craziness, Jon Seed posted [...]
The Economic Consequences of Pandemics: A Guide from History
By Wesley Gray, PhD|April 10th, 2020|Factor Investing, Research Insights, Academic Research Insight, Tactical Asset Allocation Research, Macroeconomics Research|
Pandemics: Long-Run Effects Òscar Jordà, Sanjay R. Singh, Alan M. TaylorCEPR PressA [...]
Daily vs. Monthly Trend-Following Rules…Plus Some DIY Tools!
By Valeriy Zakamulin|April 7th, 2020|Trend Following, Trend-Following Course, Introduction Course|
Trend-following strategies are a lot like stock-picking strategies -- there [...]
Volatility, Risk Management, and Market Chaos: Research that Might Help
By Tommi Johnsen, PhD|April 6th, 2020|Crisis Alpha, Factor Investing, Research Insights, Basilico and Johnsen, Trend Following|
Given the recent market decline, we thought it would be [...]
Pandemics and Factor Investing: A Glimpse into the Past
By Wesley Gray, PhD|April 3rd, 2020|Factor Investing, Research Insights, Academic Research Insight|
Equity Styles and the Spanish Flu Guido Baltussen, Pim van [...]
Volatility Expectations and Returns
By Larry Swedroe|April 2nd, 2020|Volatility (e.g., VIX), Research Insights|
A large body of research, including the 2017 study “Tail [...]
DIY Asset Allocation Weights: April 2020
By Ryan Kirlin|April 1st, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
An Empirical Challenge for Trend-Following
By Wesley Gray, PhD|March 30th, 2020|Factor Investing, Research Insights, Basilico and Johnsen, Trend Following, Academic Research Insight, Momentum Investing Research, Tactical Asset Allocation Research|
Editor's Note: For the foreseeable future, we'll be focusing on [...]
Compound Your Knowledge Ep 27: Value, Momentum, and Low Volatility
By Jack Vogel, PhD|March 30th, 2020|Compound Your Knowledge, Research Insights, Podcasts and Video, Media, Value Investing Research, Momentum Investing Research|
In this video, we examine two articles highlighted on our [...]