Core Research Categories
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Can We Use the Shiller CAPE Ratio to Forecast Country Returns?
September 10th, 2020|
Even Great Investments Experience Massive Drawdowns
August 20th, 2020|
Value Investing: An Examination of the 1,000 Largest Firms
August 18th, 2020|
Is Systematic Value Dead???
July 30th, 2020|
What is Impact Investing?
July 20th, 2020|
Value Factor Diversification: Is Quality Better Than Momentum?
June 26th, 2020|
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How Portfolio Construction Impacts the Reliability of Outcomes
April 16th, 2021|
Democratize Quant Conference Recap and Materials
March 25th, 2021|
Momentum Factor Investing: What’s the Right Risk-Adjustment?
March 4th, 2021|
RealVision: Tony/Wes Discuss Investment Philosophy & ETF Operations
February 23rd, 2021|
Meb Faber Podcast: Doug Discusses 1042 QRP and ESOP Transactions
February 18th, 2021|
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Optimal Trend Following Rules in Two-State Regime-Switching Models
November 19th, 2022|
Trend Following and Relative Sentiment: Complementary Factors
December 2nd, 2022|
Optimal Trend Following with Transaction Costs
January 5th, 2023|
Combining Reversals with Time-Series Momentum Strategies
April 7th, 2023|
Trend-Following Filters – Part 6
April 12th, 2023|
Trend Following and Momentum Turning Points
September 11th, 2023|