Tag: value (Page 2 of 4)
We explore the impact of timing luck using a systematic equity value strategy example and find significant variations in annualized returns.
We use a measure of credit curve steepness as a valuation signal for timing exposure between corporate bonds and U.S. Treasuries.
In this commentary we explore the application of several quantitative signals (momentum, value, carry, reversal) to a broad set of fixed income exposures.
We revisit the idea of portable beta to introduce a tactical 90/60 model, which uses value, trend, and carry signals to govern equity and bond exposure.
Es-CAPE Velocity: Value-Driven Sector Rotation
By Corey Hoffstein
On August 26, 2019