Page 5 of 99
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.
We apply momentum, value, and carry signals to the domestic fixed income universe and offer a method of applying these signals in long-only portfolios.
What the Trend
By Corey Hoffstein
On March 23, 2020