Tag: trend
We decompose trend into returns from an option payoff and trading impact, demonstrating that the historical convexity and premium have different sources.
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.
An introduction to global tactical asset allocation ("GTAA") using systematic styles like value, momentum, carry, defensive and trend.
Factor investing is not limited it equities; it is a multi-asset concept. We present a case study of how we seek factors in our own multi-asset portfolios.
G̷̖̱̓́̀litch
By Corey Hoffstein
On February 19, 2019