Month: March 2020
We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.
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Return Stacking in an Inverted Yield Curve Environment
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Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
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Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
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Heads I Win, Tails I Hedge
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One Hedge to Rule Them All
By Nathan Faber
On March 30, 2020