Tag: bond timing
In this research note we explore quantitative trend, value, and carry signals for timing exposure to bonds and find evidence of their historical efficacy.
The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
January 24, 2023
Return Stacking in an Inverted Yield Curve Environment
January 18, 2023
Liquidity Cascades: The Coordinated Risk of Uncoordinated Market Participants
September 11, 2020
Rebalance Timing Luck: The (Dumb) Luck of Smart Beta
August 14, 2020
Heads I Win, Tails I Hedge
July 6, 2020
Tactical Credit
By Corey Hoffstein
On June 3, 2019