Core Research Categories
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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|
Wes Discusses Value Investing Foundations with Isaiah Douglass
April 6th, 2023|
Compression: Can the Value Spread Expand Forever?
March 9th, 2023|
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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|
Evidence supporting factor-based seasonalities
August 21st, 2023|
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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|
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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|
Do Portfolio Factors or Characteristics Drive Expected Returns?
October 31st, 2017|
Reconciling Individual Stock Returns and Factor Portfolio Returns
October 6th, 2017|