Core Research Categories
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The Unintended Consequences of Single Factor Strategies
June 10th, 2022|
S&P 500 Valuations with and without Technology
May 27th, 2022|
Value Investing: Headwinds, Tailwinds, and Variables
May 20th, 2022|
Using Momentum to Find Value
May 5th, 2022|
Betting Against Beta: New Insights
April 28th, 2022|
2022 Democratize Quant Conference Recap and Materials
March 25th, 2022|
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Combining Reversals with Time-Series Momentum Strategies
April 7th, 2023|
Can We Improve Momentum Factor Investing via Salience Theory?
March 6th, 2023|
Does Momentum work in Option Markets?
November 21st, 2022|
Is there a theoretical foundation behind industry and factor momentum
November 14th, 2022|
Momentum Factor Investing: 30 years of Out of Sample Data
October 31st, 2022|
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Using Trend-Following Rules to Enhance Factor Performance
January 4th, 2017|
Magic Formula and MA Rules: A Bad Combo!
November 27th, 2011|
What is the correct benchmark for trend following?
October 16th, 2018|
How large is the tracking error created by trend following?
October 25th, 2018|
How to Use Trend Following within a Portfolio
December 4th, 2018|
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Even God would get fired as an Active Investor
February 2nd, 2016|
The Quantitative Momentum Investing Philosophy
December 1st, 2015|
How to Use Factor Funds in a Diversified Portfolio
September 30th, 2015|
The Sustainable Active Investing Framework: Simple, But Not Easy
August 17th, 2015|
Avoiding the Big Drawdown with Trend-Following Investment Strategies
August 13th, 2015|