Investor Education

//Investor Education

DIY Asset Allocation Weights: October 2018

By |2018-10-02T16:22:53+00:00October 2nd, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

DIY Asset Allocation Weights: September 2018

By |2018-09-04T13:35:43+00:00September 4th, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

DIY Asset Allocation Weights: August 2018

By |2018-08-01T14:54:37+00:00August 1st, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

DIY Asset Allocation Weights: July 2018

By |2018-07-03T13:22:00+00:00July 3rd, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

 5 Cutting Edge Investment Research Articles

By |2018-05-14T11:27:58+00:00May 15th, 2018|Research Insights, Conferences|

This year’s annual financial research “geekfest,” officially known as the American Finance Association Annual Meeting, assembles the world’s top-tier academic researchers to discuss their latest financial research. Source: Wes's art studio and a photo [...]

Democratize Quant 2018 Recap and Educational Materials

By |2018-03-25T19:32:15+00:00March 25th, 2018|Research Insights, Investor Education, Conferences|

This past week we had the honor of hosting the first annual "Democratize Quant Conference" with our friends at Villanova University (a link to the conference site). Despite Mother Nature's best attempts to kill our [...]

DIY Asset Allocation Weights: February 2018

By |2018-02-06T12:17:05+00:00February 6th, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

DIY Asset Allocation Weights: January 2018

By |2018-02-06T12:13:03+00:00January 9th, 2018|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

Book Review — Market Timing with Moving Averages

By |2017-12-20T09:53:01+00:00December 20th, 2017|Research Insights, Trend Following, Trend-Following Course, Book Reviews|

Trend-following is something I've struggled with for years -- always felt like voodoo magic and data-mining. That said, I finally came around to appreciating the practice after a ton of research replication efforts, independent research. [...]

DIY Asset Allocation Weights: December 2017

By |2017-12-06T07:41:59+00:00December 6th, 2017|Tool Updates|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The link is here. [/ref] Exposure Highlights:[ref]The information contained herein is [...]

Trend-Following with Valeriy Zakamulin: Trading in Various Financial Markets (Part 8)

By |2018-10-08T15:49:33+00:00September 8th, 2017|Trend Following, Trend-Following Course, Introduction Course|

In our final blog post, that finishes the trend-following series, we briefly review the results of the forward-tests of the profitability of various trend following rules in different financial markets: stocks, bonds, currencies, and commodities. [...]

Trend-Following with Valeriy Zakamulin: Trading the S&P 500 Index (Part 7)

By |2018-10-08T15:49:34+00:00September 1st, 2017|Trend Following, Trend-Following Course, Introduction Course|

The Standard and Poor's (S&P) 500 index is a value-weighted stock index based on the market capitalizations of 500 large companies in the US. This index was introduced in 1957 and intended to be a [...]

Trend-Following with Valeriy Zakamulin: Testing Profitability of Trading Rules (Part 6)

By |2018-10-08T15:49:35+00:00August 25th, 2017|Trend Following, Trend-Following Course, Introduction Course, Investor Education|

The difficulty in testing the profitability of trend-following rules stems from the fact that the procedure of testing involves either a single- or multi-variable optimization. Specifically, any trading rule considered in Part 3 has at [...]

Trend-Following with Valeriy Zakamulin: Performance Measurement and Outperformance Tests (Part 5)

By |2018-10-08T15:49:36+00:00August 18th, 2017|Trend Following, Trend-Following Course, Introduction Course, Investor Education|

We consider an investor and a financial market that consists of only two assets: one risky asset and one safe (or risk-fee) asset. An example of a risky asset is an investable stock market index. [...]

Trend-Following with Valeriy Zakamulin: Anatomy of Trading Rules (Part 4)

By |2018-10-08T15:49:36+00:00August 13th, 2017|Trend Following, Trend-Following Course, Introduction Course, Guest Posts, Investor Education|

In our context, a technical trading indicator can be considered as a combination of a specific technical trading rule with a particular moving average of prices. In two preceding blog posts we showed that there [...]

TREND-FOLLOWING WITH VALERIY ZAKAMULIN: TECHNICAL TRADING RULES (PART 3)

By |2018-10-08T15:49:37+00:00August 11th, 2017|Trend Following, Trend-Following Course, Introduction Course|

A trend following strategy is based on switching between a financial asset and cash depending on whether the asset prices trend upward or downward. Specifically, when the strategy identifies that prices trend upward (downward), it [...]

Trend-Following with Valeriy Zakamulin: Types of Moving Averages (Part 2)

By |2018-10-08T15:49:38+00:00July 21st, 2017|Trend Following, Trend-Following Course, Introduction Course, Guest Posts, Investor Education|

In this post we aim to give an overview of some specific types of moving averages. Specifically, we cover "ordinary" moving averages and mention some examples of exotic moving averages.

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