Category: Craftsmanship (Page 2 of 6)
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.
The standard definition of the value factor may not fully capture the abstract concept of value. Blending many metrics into one factor can be beneficial.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020