Category: Defensive (Page 1 of 2)
In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
We explore whether risk-adjusting momentum scores introduces a meaningful and structural tilt towards low-volatility equities.
In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.
Defensive Equity with Machine Learning
By Corey Hoffstein
On May 25, 2020