Tag: sector rotation (Page 1 of 2)
We explore the Barclays Shiller CAPE sector rotation strategy, a value strategy whose recent success may have far less to do with value than it seems.
We find little evidence supporting the notion that PMI changes can be used for constructing a long/short cyclicals versus defensives trade.
Momentum-based sector rotation is a popular investment strategies. Can we introduce advancements in momentum investing to improve it?
In this commentary we explore the connection between sector rotation and the momentum factor and ask whether sector rotation is meaningfully different.
Sector Momentum
By Corey Hoffstein
On September 3, 2019