Recent Research

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Can Managed Futures Offset Equity Losses?

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Should I Stay or Should I Growth Now?

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Pursuing Factor Purity

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Timing Trend Model Specification with Momentum

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Re-specifying the Fama French 3-Factor Model

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Diversification: More Than “What”

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The Dumb (Timing) Luck of Smart Beta

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The Limit of Factor Timing

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Global Growth-Trend Timing

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Risk-Adjusted Momentum: A Momentum and Low-Volatility Barbell?

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Yield Curve Trades with Trend and Momentum

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Macro Timing with Trend Following

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Macro and Momentum Factor Rotation

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Trend Following Active Returns

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Es-CAPE Velocity: Value-Driven Sector Rotation

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Using PMI to Trade Cyclicals vs Defensives

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Your Style-age May Vary

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Harvesting the Bond Risk Premium

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Timing Luck and Systematic Value

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