Value and Momentum Factors? Naw, Focus on the Music Factor!

By |December 6th, 2021|Relative Sentiment, Research Insights, Basilico and Johnsen, Academic Research Insight, Behavioral Finance|

Can market sentiment be derived from the tunes that your fellow countrymen are listening to? According to the research summarized here you'll find that there is important market information buried in the listening habits of Spotify users.

Relative Sentiment and Market Returns

By |August 12th, 2021|Relative Sentiment, Research Insights, Guest Posts, Academic Research Insight, Other Insights|

Market Returns and A Tale of Two Types of Attentions Da, Hua, Hung, and PengA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Smart Money Indicator Rebuttal

By |February 28th, 2020|Relative Sentiment, Research Insights, Trend Following, Tactical Asset Allocation Research|

In February 2019, Wes asked that I share my research on what I call the "Smart Money Indicator." I did a guest post on the subject that summarized the results of a paper introducing my [...]

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