Core Research Categories
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Regression is a tool that can turn you into a fool
July 27th, 2023|
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|
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Momentum Everywhere, Even Cross-Country Factor Momentum
May 24th, 2024|
How Volatility and Turnover Affect Return Reversals
May 13th, 2024|
Momentum and the Clarity of the Trend
May 3rd, 2024|
Minimizing the Risk of Cross-Sectional Momentum Crashes
April 12th, 2024|
Economic Momentum
March 29th, 2024|
Breaking Bad Momentum Trends
March 15th, 2024|
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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 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|
Factor Investing: Evidence Based Insights
June 22nd, 2017|
The Global Value Momentum Trend Philosophy
June 6th, 2017|