Recent Research

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Ensemble Multi-Asset Momentum

This post is available as a PDF download here. Summary

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Dynamic Spending in Retirement Monte Carlo

This post is available as a PDF download here. Summary Many retirement planning

Decomposing the Credit Curve

This post is available as a PDF download here. Summary

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Value and the Credit Spread

This post is available as a PDF download here. Summary

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Quantitative Styles and Multi-Sector Bonds

This post is available as a PDF download here. Summary

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Tactical Credit

This post is available as a PDF download here. Summary

Tactical Portable Beta

This post is available as a PDF download here. Summary

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Style Surfing the Business Cycle

This post is available as a PDF download here. Summary

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The Path-Dependent Nature of Perfect Withdrawal Rates

This post is available as a PDF download here. Summary The

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The Speed Limit of Trend

This post is available as a PDF download here. Summary

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Taxes and Trend Equity

This post is available as a PDF download here. Summary Due

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This post is available as a PDF download here. Summary

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Trend Following in Cash Balance Plans

This post is available as a PDF download here. Summary Cash

The Monsters of Investing: Fast and Slow Failure

This post is available as a PDF download here. Summary

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How Much Accuracy Is Enough?

Available as a PDF download here. Summary It can be difficult

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Three Applications of Trend Equity

This post is available as a PDF download here. What

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G̷̖̱̓́̀litch

This post is available as a PDF download here. Summary

Trend: Convexity & Premium

Available as a PDF download here. Summary Trend following is

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No Pain, No Premium

Summary In this commentary, we discuss what we mean by

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Tightening the Uncertain Payout of Trend-Following

This post is available as a PDF download here. Summary Long/flat

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