Tag: momentum (Page 1 of 6)
Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
We build a systematic municipal bond portfolio. The portfolio uses four factors (low volatility, momentum, value, carry) across six municipal bond sectors.
Research Affiliates has published new research showing managers fail to capture theoretical factor returns. But is it their research method flawed?
A long-form presentation in which we explore factors (i.e. "smart beta"), covering both the basics of what they and more advanced topics of implementation.
In this commentary we explore the connection between sector rotation and the momentum factor and ask whether sector rotation is meaningfully different.