Tag: trend (Page 1 of 3)
Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.
As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.
We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.
Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.
A L-U-V-Wy Recovery
By Corey Hoffstein
On April 6, 2020