Core Research Categories
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Betting Against Beta: New Insights
April 28th, 2022|
2022 Democratize Quant Conference Recap and Materials
March 25th, 2022|
Our 5th Annual Democratize Quant 2022 is Live. Sign-up!
March 9th, 2022|
New Accounting Standards and Factor Investing
March 7th, 2022|
Is The Value Premium Smaller Than We Thought?
February 3rd, 2022|
Factor Investing in Sovereign Bond Markets
January 13th, 2022|
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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|
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|
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Smart Money Indicator Rebuttal
February 28th, 2020|
Daily vs. Monthly Trend-Following Rules…Plus Some DIY Tools!
April 7th, 2020|
Trend Following is Everywhere
April 23rd, 2020|
How Trend Following Strategies Shape Return Distributions
June 29th, 2020|
Time Series Momentum: Theory and Evidence
June 30th, 2020|
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The Quantitative Value Investing Philosophy
October 7th, 2014|
A Framework for Investment Manager Selection: Stick to the FACTS
September 16th, 2014|
Our Value Proposition: Affordable Alpha
September 16th, 2014|
A Simulation Study on Simple Moving Average Rules
July 28th, 2014|
Momentum Investing: Ride Winners and Cut Losers. Period.
July 16th, 2014|
How to Build Expected Return Forecasting Models
July 14th, 2014|