Core Research Categories
Click Here for Category Archive
And the Winner Is: Examining Alternative Value Metrics
July 7th, 2023|
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|
Click Here for Category Archive
Cut Your Losses and Let Profits Run?
March 1st, 2024|
Moving Average Distance and Time-Series Momentum
January 26th, 2024|
Outperforming Cap- (Value-) Weighted and Equal-Weighted Portfolios
January 19th, 2024|
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|
Click Here for Category Archive
Natural Gas and Oil Spread: Opportunity or a Pain Trade?
October 5th, 2012|
News and Google Hits: A Path to 20% Alpha?
December 9th, 2012|
Tactical Asset Allocation Insights via the Geeks from Thinknewfound
February 16th, 2017|
Technical Analysis may actually work!
May 2nd, 2011|Tags: Technical Analysis, Cross-Sectional Profitability, abnormal returns|
The Dirtiest Word In Finance: Market Timing
March 20th, 2017|
Click Here for Category Archive
What’s the Story Behind EBIT/TEV?
May 1st, 2020|
Is Passive Investing Better than Active Investing?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|
Do factor portfolios survive transaction costs?
November 28th, 2017|