Core Research Categories
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Momentum Everywhere, Including in Factors
July 14th, 2022|
Does Intangible-Adjusted Book-to-Market Work?
July 6th, 2022|
Combining Factors in Multifactor Portfolios
June 30th, 2022|
Does Emerging Markets Investing Make Sense?
June 17th, 2022|
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2023 Democratize Quant Conference Recap and Materials
May 23rd, 2023|
Reducing the Impact of Momentum Crashes
May 15th, 2023|
Democratize Quant 2023 is Live. Sign-up!
April 26th, 2023|
Novel explanations for risk-based option momentum
April 25th, 2023|
How factor exposure changes over time: a study of Information Decay
April 17th, 2023|
Combining Reversals with Time-Series Momentum Strategies
April 7th, 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|