Core Research Categories
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The Value Factor and Deleveraging
January 13th, 2023|
The Role of the Secular Decline in Interest Rates in Asset Pricing Anomalies
November 10th, 2022|
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|
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Factor Investors: Momentum is Everywhere
October 16th, 2023|
Trend Following and Momentum Turning Points
September 11th, 2023|
Do Short-Term Factor Strategies Survive Transaction Costs?
September 5th, 2023|
Evidence supporting factor-based seasonalities
August 21st, 2023|
Investor demand, rating reform and equity returns
August 7th, 2023|
Doug Discusses 1042 QRP and ESOP Transactions
August 3rd, 2023|
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Trend Following on Steroids
December 7th, 2018|
The Smart Money Indicator: A New Risk Management Tool
February 8th, 2019|
Trend-Following: A Decade of Underperformance
February 20th, 2019|
If you had to do a trend following strategy, what would it be and why?
February 22nd, 2019|
Compound Your Knowledge Episode 6: Trend Following and HFs
February 25th, 2019|
DIY Asset Allocation Weights: May 2019
May 1st, 2019|
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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|
Tactical Asset Allocation: Beware of Geeks Bearing Formulas
May 19th, 2015|
How to Combine Value and Momentum Investing Strategies
March 26th, 2015|