Factors: An Essential Part of Any Nutritious Portfolio
We recently posted a piece on factor investing (here) so we were thrilled to have an opportunity to see Dr. Andrew…
Published: Path Dependency in Financial Planning, Retirement Edition
In Miscellaneous onThe Miller Thompson / Reuters monthly Taxes and Wealth Management newsletter carried an article we authored on the importance of volatility…
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…
Published: Fallacies of the Fed Model
The Journal of the Society of Actuaries held a contest for articles on investment myths, and we are honored to have…
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…
World Cup Outcomes Are Mostly Random: So Who Cares?
In Miscellaneous onThis post will be short and sweet as it’s largely an addendum to our previous post NFL Parity, Sample Size and…
Why Skill Never Prevails in Your NCAA March Madness Office Pool
In Miscellaneous, Retail onGuest contribution from David Gimpel and Matt Zerker, our resident NCAA fans As quants and sports fans we often find…
