Category: Risk Management (Page 3 of 11)
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.
A video presentation discussing the multi-dimensional nature of diversification and how trend equity strategies can diversify "how" and "when."
The term premium for bonds is difficult to caputre without de-risking a portfolio. Using levered ETPs can help maintain equity exposure while adding bonds.
We explore the a representative multi-asset momentum model that is similar to many bank-based indexes and implement an ensemble to improve consistency.
Can Managed Futures Offset Equity Losses?
By Corey Hoffstein
On February 3, 2020