Core Research Categories
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Excess Returns Podcast: Systematic Value Investing (Wes)
June 5th, 2020|
Do Interest Rates Explain Value’s Underperformance?
June 4th, 2020|
Is value dead? Has the story changed? No.
June 1st, 2020|
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Excess Returns Podcast: Jack discussing Momentum and Trend
February 5th, 2021|
Hot Topic: Does “Gamma” Hedging Actually Affect Stock Prices?
February 1st, 2021|
Value and Momentum and Investment Anomalies
January 7th, 2021|
A Curious Combination: Momentum Investing, Tesla, and November 9th
December 23rd, 2020|
Trend Following Research: Breaking Bad Trends
November 12th, 2020|
Accruals and Momentum and Their Implications for Factor Investors
September 17th, 2020|
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Go Skew Yourself with Managed Futures
January 10th, 2017|
An Empirical Challenge for Trend-Following
March 30th, 2020|
Trend Following Reality: You Need Trends to Trend-Follow
April 13th, 2020|
Moving Average Distance and Time-Series Momentum
January 26th, 2024|
Trend-Following Filters – Part 8
September 17th, 2024|
Diversifying Trend Following Strategies Improves Portfolio Efficiency
December 6th, 2024|