Category: Craftsmanship (Page 1 of 5)
Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.
In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naïve trend strategy.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020