Category: Popular (Page 3 of 3)
As a systematized strategy, momentum sits upon nearly a quarter century of positive academic evidence and a century of successful empirical results.
In this research note we explore quantitative trend, value, and carry signals for timing exposure to bonds and find evidence of their historical efficacy.
While quantitative styles such as value, momentum, low volatility, and carry have been applied to equities, we explore their use within municipal bonds.
It is often assumed that declining interest rates were a significant boon to fixed income returns over the last several decades; but is that true?
Factor Fimbulwinter
By Corey Hoffstein
On June 11, 2018