Research Categories

Core Research Categories

Value

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Can Machine Learning Identify Future Outperforming Active Equity Funds?

June 23rd, 2022|

Does Emerging Markets Investing Make Sense?

June 17th, 2022|

The Unintended Consequences of Single Factor Strategies

June 10th, 2022|

S&P 500 Valuations with and without Technology

May 27th, 2022|

Value Investing: Headwinds, Tailwinds, and Variables

May 20th, 2022|

Using Momentum to Find Value

May 5th, 2022|

Momentum

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Does Gender Affect Reactions to Market Sentiment Shifts?

October 3rd, 2022|

Momentum Investing: How Did Momentum Investing Perform After the Previous Two Valuation Peaks?

September 16th, 2022|

Is Momentum a Separate Factor?

September 12th, 2022|

Alpha from Short-Term Signals

August 18th, 2022|

What Drives Momentum and Reversal?

August 8th, 2022|

Avoiding Momentum Crashes

August 4th, 2022|

Trend

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Are Trend-Following and Time-Series Momentum Research Results Robust?

April 27th, 2018|

Book Review — Market Timing with Moving Averages

December 20th, 2017|

Diversification Benefits of Time Series Momentum

August 10th, 2017|

Do Trend-following Managed Futures Increase Safe Withdrawal Rates?

November 8th, 2017|

Go Skew Yourself with Managed Futures

January 10th, 2017|

Time Series Momentum (aka Trend-Following): A Good Time for a Refresh

February 8th, 2018|

White Papers

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ETF-prenuers: An Introduction to ETF White Label Services

June 24th, 2020|

What’s the Story Behind EBIT/TEV?

May 1st, 2020|

Is Active Investing Doomed as a Negative Sum Game? A Critical Review.

January 2nd, 2020|

Trend Following: The Epitome of No Pain, No Gain

June 26th, 2019|

Momentum Investing, Like Value Investing, is Simple, but NOT Easy

September 18th, 2018|

Why you should trust the investment process (even though it’s hard)

June 21st, 2018|

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