Missing the Best and the Worst
By missing the best market days, one can often also miss the worst market days and achieve an better outcome than simply buying and holding.
Read more.
Let’s talk “Year-to-Date”
Is year-to-date a performance metric we should really care about?
Read more.
High Yield Bond Programs vs. Multi-Asset Income Portfolios
A blog post exploring the difference between high yield bond programs and multi-asset income portfolios.
Read more.
Can managed futures manage rising rates?
A blog post exploring whether managed futures will be a profitable strategy in the face of rising interest rates
Read more.
What is the difference between Relative Strength and Trend Following?
A post exploring the two sides of momentum: relative strength and trend following. Demonstrates performance differences using a multi-asset portfolio.
Read more.
Hedge Hunting: Wrangling the VIX
Can ETF instruments like VXX and XIV be combined to get the benefits of spot VIX exposure without all the negative roll yield of futures?
Read more.
2 Ways to Lower Portfolio Drawdown
Portfolio drawdown can be reduced by allocating to strategies with lower drawdown, but low drawdown strategies are not the only way to manage downside risk.
Read more.
Prepared: Market Breakout or Breakdown?
How does rebalance speed affect the ability for a tactical strategists to react to changing markets and protect against significant market drawdowns?
Read more.
Momentum vs Moving Averages
Explore the history of trend-following, moving averages, and time-series momentum.
Read more.
But Let’s Assume We’re Wrong
This weekly commentary is available as a PDF here. Commentary Summary
Read more.
Lessons from a Crystal Ball
A PDF of this commentary can be downloaded here. Summary
Read more.
Volatility: Good, Bad, or Indifferent?
Special Announcement We’ll be hosting our usual monthly strategy review
Read more.
Buying the dip or catching a falling knife?
With Global X FTSE Greece 20 ETF $GREK down nearly
Read more.
Time to reconsider alternatives?
This weekly commentary can be downloaded as a PDF here.
Read more.
Checking your portfolio more frequently ensures you see more losses
A PDF version of this commentary can be downloaded here. Special
Read more.
Ingredients vs. Recipes: Exploring Performance
A PDF version of this commentary can be downloaded here. Market
Read more.
Will rising rates strengthen the dollar?
A PDF version of this commentary can be downloaded here. Market
Read more.
Volatility Through a Different Lens
A PDF version of this commentary can be downloaded here. Market
Read more.
Questioning your most dangerous assumptions: is your glide path too risky?
Glide paths are built from historical return assumptions: but do past returns from U.S. stocks paint too rosy a picture?
Read more.