Tag: rebalance timing luck
In this research note we explore how performance for smart beta portfolios has been impacted by rebalance timing luck over the last two decades.
Search
Recent Posts
-
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
Archives
- January 2023 (2)
- September 2020 (1)
- August 2020 (1)
- July 2020 (1)
- June 2020 (2)
- May 2020 (2)
- April 2020 (1)
- March 2020 (2)
- February 2020 (4)
- January 2020 (2)
- December 2019 (2)
- November 2019 (4)
- October 2019 (4)
- September 2019 (2)
- August 2019 (4)
- July 2019 (5)
- June 2019 (2)
- May 2019 (1)
- April 2019 (4)
- March 2019 (4)
- February 2019 (4)
- January 2019 (4)
- December 2018 (2)
- November 2018 (1)
- October 2018 (3)
- September 2018 (3)
- August 2018 (2)
- July 2018 (4)
- June 2018 (1)
- May 2018 (2)
- April 2018 (4)
- March 2018 (4)
- February 2018 (1)
- January 2018 (4)
- December 2017 (1)
- November 2017 (2)
- October 2017 (1)
- September 2017 (3)
- August 2017 (1)
- July 2017 (3)
- June 2017 (1)
- May 2017 (1)
- April 2017 (1)
- March 2017 (1)
- February 2017 (2)
- October 2016 (2)
- July 2016 (1)
- June 2016 (1)
- May 2016 (2)
- April 2016 (1)
- March 2016 (1)
- February 2016 (1)
- August 2013 (1)
- February 2013 (1)
You are about to leave thinknewfound.com and are being redirected to the website for Newfound Research Funds.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020