Core Research Categories
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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|
The Unintended Consequences of Single Factor Strategies
June 10th, 2022|
S&P 500 Valuations with and without Technology
May 27th, 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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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|
