Core Research Categories
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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|
The Role of the Secular Decline in Interest Rates in Asset Pricing Anomalies
November 10th, 2022|
Momentum Everywhere, Including in Factors
July 14th, 2022|
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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|
Reducing the Risk of Momentum Crashes
July 21st, 2023|
Fundamentals and the Attenuation of Anomalies
June 22nd, 2023|
Industry classification and the momentum factor
June 12th, 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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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|
1042 Qualified Replacement Property: An Overview of ESOP Rollover Strategies
December 28th, 2016|
Commodity Futures Investing: Complex and Unique
December 21st, 2016|