Brexit: A Case Study in Diversification and Downside Protection
You probably know by now that Britain has voted to exit the European Union. We won’t offer detailed commentary on…
Forget active vs. passive. It’s all about factors.
In Behavioural Finance, Correlation, Diversification, Factors, Miscellaneous, Risk Parity, Tactical Alpha, Value onWe just love a good debate, and there seems to be quite a heated debate at the moment about the…
Setting Expectations for Monthly Trading Systems
In Adaptive Asset Allocation, Asset Allocation, Diversification, Miscellaneous, Systematic Investing, Tactical Alpha onSystematic researchers overwhelmingly use monthly holding periods to test strategies. This is probably driven by the availability of long-term monthly total…
One Factor to Rule Them All
Over the past few years there has been a loud and persistent chorus of complaints from market participants about the…
