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Weekly Research Recap
Latest research on investing and trading
Oct 28
•
QuantSeeker
7
Do Stop-Loss Rules Add Value in Tactical Asset Allocation?
Testing Whether Stop-Loss Overlays Improve Performance in a Systematic TAA Framework
Oct 26
•
QuantSeeker
1
Weekly Research Recap
Latest research on investing and trading
Oct 21
•
QuantSeeker
8
Building a Smarter TAA Model for Stronger Returns and Lower Risk
Incremental Enhancements to a Tactical Asset Allocation Strategy: Boosting Sharpe Ratios and Reducing Downside Risk
Oct 19
•
QuantSeeker
7
2
Weekly Research Recap
Latest research on investing and trading
Oct 14
•
QuantSeeker
6
Robust Skewness as a Source of Commodity Risk Premia
Testing a New Skewness Measure That Delivers Sharpe Ratios up to 0.8.
Oct 10
•
QuantSeeker
3
Weekly Research Recap
Latest research on investing and trading
Oct 7
•
QuantSeeker
5
Linearity in Momentum: A Smarter Trend Signal for Asset Allocation
When Smoother Price Paths Make Momentum Stronger
Oct 3
•
QuantSeeker
6
September 2025
Weekly Research Recap
Latest research on investing and trading
Sep 30
•
QuantSeeker
5
Timing Leveraged Equity Exposure in a TAA Model
How a Simple VIX-based Filter Boosts Returns and Reduces Drawdowns
Sep 28
•
QuantSeeker
11
5
Weekly Research Recap
Latest research on investing and trading
Sep 23
•
QuantSeeker
6
Stress-Testing a Tactical Allocation Model: Robustness and Improvements
Performance and resilience across different specifications
Sep 19
•
QuantSeeker
3
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