Tag: momentum (Page 1 of 9)
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
In this research note we discuss three simple signals – term spread, momentum, and prior equity returns – for timing exposure to 10-year U.S. Treasuries.
A video digest of our most recent weekly research commentary on using factors to allocate to new products like sector disruptor ETFs.
Sector disruptors are new products that can be hard to allocate to. The proven history of factors (momentum, etc.) can be a guide.
Tightening the Uncertain Payout of Trend-Following
By Nathan Faber
On January 28, 2019