Core Research Categories
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Fundamentals and the Attenuation of Anomalies
June 22nd, 2023|
Long-Only Value Investing: Size Doesn’t Matter!
June 15th, 2023|
2023 Democratize Quant Conference Recap and Materials
May 23rd, 2023|
The Drivers of Booms and Busts in the Value Premium
April 28th, 2023|
Democratize Quant 2023 is Live. Sign-up!
April 26th, 2023|
How factor exposure changes over time: a study of Information Decay
April 17th, 2023|
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Momentum Everywhere, Including Equity Options
December 22nd, 2023|
Diseconomies of Scale in Investing
December 8th, 2023|
A new twist on momentum strategies: Utilize overlapping momentum portfolios
November 27th, 2023|
Factor Investors: Momentum is Everywhere
October 16th, 2023|
Trend Following and Momentum Turning Points
September 11th, 2023|
Do Short-Term Factor Strategies Survive Transaction Costs?
September 5th, 2023|
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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|
Time Series Momentum (aka Trend-Following): A Good Time for a Refresh
February 8th, 2018|
Dual Momentum with Stock Selection
March 14th, 2017|
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Value Investing: An Examination of the 1,000 Largest Firms
August 18th, 2020|
Value Factor Diversification: Is Quality Better Than Momentum?
June 26th, 2020|
ETF-prenuers: An Introduction to ETF White Label Services
June 24th, 2020|
What’s the Story Behind EBIT/TEV?
May 1st, 2020|
Is Passive Investing Better than Active Investing?A Critical Review.
January 2nd, 2020|