Seven Centuries of Commodity Reversals
By Mikhail Samonov|March 8th, 2019|Factor Investing, Research Insights, Managed Futures Research|
Seven Centuries of Commodity Reversals Adam Zaremba, Robert Bianchi, and [...]
Sector Business Cycle Analysis
By Matthew Bartolini|March 7th, 2019|Research Insights, Tactical Asset Allocation Research, Macroeconomics Research|
There are different investment approaches to identify sector winners and [...]
Using Flexible Spending to Achieve Financial Goals
By Andrew Miller|March 5th, 2019|Financial Planning, Guest Posts, Tactical Asset Allocation Research|
Financial planning and specifically portfolio "safe" withdrawal rates are often [...]
Day of the Week Matters for Some Anomalies
By Wesley Gray, PhD|March 4th, 2019|Basilico and Johnsen, Academic Research Insight|
Day of the Week and the Cross-Section of Returns Justin [...]
DIY Asset Allocation Weights: March 2019
By Jack Vogel, PhD|March 1st, 2019|Research Insights|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Four Important ETF Industry Developments
By Ryan Kirlin|February 27th, 2019|Research Insights|
After a record breaking year for ETF flows in 2017 [...]
Rebalancing…Not so Fast
By Jonathan Seed|February 26th, 2019|Research Insights, Tactical Asset Allocation Research|
My last article used Warren Buffett’s pre-crisis sale of put [...]
Low Volatility Can Be Low Turnover
By Tommi Johnsen, PhD|February 25th, 2019|Research Insights, Basilico and Johnsen, Low Volatility Investing|
Low Volatility Needs Little Trading Pim van Vliet Journal of [...]
Compound Your Knowledge Episode 6: Trend Following and HFs
By Jack Vogel, PhD|February 25th, 2019|Compound Your Knowledge, Podcasts and Video, Research Insights, Trend Following, Media|
In today's video, we examine three articles from last week. [...]
If you had to do a trend following strategy, what would it be and why?
By Valeriy Zakamulin|February 22nd, 2019|Research Insights, Trend Following, Introduction Course|
The topic of this blog post was inspired by Wes, [...]