Tag: market timing
Traditional academic equity factors exhibit time-varying beta exposure. Does this varying exposure imply returns from "market timing"?
Is it possible to perform market timing with value indicators? We explore a recently published AQR paper on the subject and highlight the salient points.
Tactical asset allocation can potentially add the most value when correlations between asset classes in the universe are high.
Are trend following investors really just market timers? Or is there a difference between using momentum to track trends and predicting tops and bottoms?
The Raw Materials for Active Management
By Nathan Faber
On June 25, 2018