Month: March 2020 (Page 1 of 2)
Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.
In this commentary, I outline some thoughts that go into my personal portfolio construction decisions, including both my private and public exposures.
As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.
We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.
One Hedge to Rule Them All
By Nathan Faber
On March 30, 2020