Premium Articles

Shorting Volatility Around FOMC

Exploiting the FOMC Drift

Jun 18 •

Market Timing with Macro Surveys

Reducing Equity Exposure Around Recessions

May 26 •

What Works Below the 200-Day Moving Average?

Factor, Industry, and Asset Performance in Bear Markets

Apr 20 •

Timing Volatility with the VIX Term Structure

Discussing the Research and Testing Slope-Based Signals

Mar 25 •

Short-Term Mean Reversion in Equity ETFs

Exploring the Most Effective Indicators

Mar 9 •

Trading the Fed: The Pre-FOMC Drift is Alive

Evidence, Strategy Performance, and the Role of Market Uncertainty

Feb 25 •

Exploiting Short-Term Mean Reversion Between Stocks and Bonds

Feb 17 •

Turn-of-the-Month Strategies: Do They Still Work?

Examining the Evidence, Recent Trends, and Practical Implications of a Fading Market Anomaly

Feb 9 •

Exploring Stock-Bond Correlations

Trends and Economic Drivers

Feb 2 •

Interest Rates and Sector Rotation

Timing Sector ETFs With Interest Rates

Jan 26 •

Beyond Momentum: Testing New Crypto Trading Strategies

Exploring the Potential of Alternative Signals

Jan 19 •

Improving Industry Momentum with Sentiment Signals

Refining Momentum with News Sentiment and News Dispersion

Jan 10 •

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