Month: July 2019 (Page 1 of 2)
We explore the a representative multi-asset momentum model that is similar to many bank-based indexes and implement an ensemble to improve consistency.
A recap of quantitative tactical signals at the end of Q2, including momentum, valuation, and carry signals for different asset classes.
Accounting for potential dynamic spending in retirement in the planning process can paint a better picture of retirement success and failure.
We use statistical techniques to decompose changes in the credit spread curve into stylized portfolios capturing level, slope, and curvature factors.
Timing Luck and Systematic Value
By Corey Hoffstein
On July 29, 2019