Tag: rebalance timing luck
In this note, we explore tranched versus non-tranched trend implementaitons and find that tranchig has been superior for many assets over the last 30 years.
A podcast episode discussing all things rebalance timing luck: what is it; how can we measure it; what influences it; and how can we try to control it.
In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020