Strategy

Strategy

Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor

Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor by Clifford Asness, Ph. D. AQR Capital Management, Inc. Negative ...
Read more Comments Off on Virtue is its Own Reward: Or, One Man’s Ceiling is Another Man’s Floor
Asset Allocation Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy US Stocks

Can We Improve Sector Rotation?

Can We Improve Sector Rotation? by Corey Hoffstein, Newfound Research Momentum-based sector rotation is a popular investment strategy. Recent academic studies have shown ...
Read more Comments Off on Can We Improve Sector Rotation?
active investing Insight Markets Outlook passive investing Strategy

The Active versus Passive Performance Debate Is Nonsensical

The Active versus Passive Performance Debate Is Nonsensical by Chuck Carnevale, F.A.S.T. Graphs One of the most hotly contested debates in finance is ...
Read more Comments Off on The Active versus Passive Performance Debate Is Nonsensical
Adapative Asset Allocation Asset Allocation Insight Markets Outlook portfolio management Quantitative Investing Resolve Asset Management Strategy

Get Comfortable with Being Uncomfortable, Part 2: Maximum Diversification

by Adam Butler, CEO Resolve Asset Management This is the second of a three-part series we’re affectionately calling “How to Get Comfortable with ...
Read more Comments Off on Get Comfortable with Being Uncomfortable, Part 2: Maximum Diversification
Energy & Natural Resources Insight Markets Outlook Strategy US Stocks value investing

Cheap for a reason? Beware the value trap

Cheap for a reason? Beware the value trap by Nick Kalivas, Senior Equity Product Strategist, Powershares (Invesco), via S&P Dow Jones Indices What ...
Read more Comments Off on Cheap for a reason? Beware the value trap
Insight Markets Outlook Quantitative Investing Quantitative Investing Strategy

Expectations with Tactical Equity

by Nathan Faber, Newfound Research This post is available as a PDF download here. Market expectations are a key input in the portfolio ...
Read more Comments Off on Expectations with Tactical Equity
Canadian Market Insight Markets Outlook Risk Management Stocks Strategy Technical Analysis

SIACharts Relative Strength Spotlight: Avoiding Portfolio Destruction (HGC.TO)

SIACharts Relative Strength Spotlight: Avoiding Portfolio Destruction Home Capital Group (TSX: HGC.TO) Analysis: Home Capital Group (HCG.TO) entered the top 10% of the ...
Read more Comments Off on SIACharts Relative Strength Spotlight: Avoiding Portfolio Destruction (HGC.TO)
Adapative Asset Allocation Asset Allocation Insight Markets Outlook podcast Quantitative Investing Quantitative Investing Strategy

Interview with MIT's Andrew Lo (Masters in Business)

Interview with Andrew Lo (Masters in Business) Bloomberg View columnist Barry Ritholtz interviews Andrew Lo, director of the Laboratory for Financial Engineering and ...
Read more Comments Off on Interview with MIT's Andrew Lo (Masters in Business)
Insight Markets Outlook portfolio management Strategy

Searching for the Market Portfolio

by Charles Bilello, Pension Partners What is the “market portfolio?” When I first learned of the concept in business school it seemed so ...
Read more Comments Off on Searching for the Market Portfolio
Insight Markets Outlook Quantitative Investing Quantitative Investing

Why Quants Don't Pick Stocks

by Corey Hoffstein, Newfound Research   This post is available as a PDF download here. Quant is a broad word with many job ...
Read more Comments Off on Why Quants Don't Pick Stocks