Core Research Categories
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Democratize Quant 2023 is Live. Sign-up!
April 26th, 2023|
How factor exposure changes over time: a study of Information Decay
April 17th, 2023|
Wes Discusses Value Investing Foundations with Isaiah Douglass
April 6th, 2023|
Compression: Can the Value Spread Expand Forever?
March 9th, 2023|
It’s Always Darkest Just Before Dawn
February 17th, 2023|
Factor Returns and the Information in Valuation Spreads
February 10th, 2023|
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Cut Your Losses and Let Profits Run?
March 1st, 2024|
Moving Average Distance and Time-Series Momentum
January 26th, 2024|
Outperforming Cap- (Value-) Weighted and Equal-Weighted Portfolios
January 19th, 2024|
Momentum Everywhere, Including Equity Options
December 22nd, 2023|
Diseconomies of Scale in Investing
December 8th, 2023|
A new twist on momentum strategies: Utilize overlapping momentum portfolios
November 27th, 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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“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|
Even God would get fired as an Active Investor
February 2nd, 2016|
The Quantitative Momentum Investing Philosophy
December 1st, 2015|