Core Research Categories
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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|
It’s Always Darkest Just Before Dawn
February 17th, 2023|
Factor Returns and the Information in Valuation Spreads
February 10th, 2023|
The Value Factor and Deleveraging
January 13th, 2023|
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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|
Investor demand, rating reform and equity returns
August 7th, 2023|
Doug Discusses 1042 QRP and ESOP Transactions
August 3rd, 2023|
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TREND-FOLLOWING WITH VALERIY ZAKAMULIN: TECHNICAL TRADING RULES (PART 3)
August 11th, 2017|
Trend-Following: Testing the Profitability of Trading Rules (Part 6)
August 25th, 2017|
Trend-Following with Valeriy Zakamulin: Trading the S&P 500 Index (Part 7)
September 1st, 2017|
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Do Portfolio Factors or Characteristics Drive Expected Returns?
October 31st, 2017|
Reconciling Individual Stock Returns and Factor Portfolio Returns
October 6th, 2017|
Factor Investing: Evidence Based Insights
June 22nd, 2017|
The Global Value Momentum Trend Philosophy
June 6th, 2017|
“Alternative” Facts about Formulaic Value Investing
April 22nd, 2017|
Factor Investing is More Art, and Less Science
February 3rd, 2017|