The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum
2nd place paper in the 2015 NAAIM Wagner Award competition exploring the use of relative momentum on U.S. Treasury investments to increase crisis alpha
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Momentum AND Diversification: A powerful risk-adjusted combination
3rd place winner of the 2015 NAAIM Wagner Award investigating risk-adjusted returns generated by combining momentum and diversification
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Can you avoid rising rates with high carry assets?
First: the takeaways Expected return for an asset class is
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Bonds may be boring, but that doesn’t mean they aren’t risky
A PDF version of this commentary can be downloaded here. Market
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