Research Insights

Combining Bitcoin Trend Signals Across Timeframes

I discuss a recent research paper and test its key insights on my own data

Dec 22, 2025 • QuantSeeker

The FOMC Day Puzzle: Why Every G10 Currency Rallies Against the Dollar

Announcement-day premia, risk-on dynamics, and a simple low-frequency macro overlay

Dec 11, 2025 • QuantSeeker

Which Sectors Move the Market on Fed Days?

Insights on Sector Behavior Ahead of Next Week’s Fed Meeting

Dec 2, 2025 • QuantSeeker

An Improved Approach to Momentum Investing

Conditioning Price Trends on Informative Trading Days

Nov 25, 2025 • QuantSeeker

Implementing a TAA Model Using Futures Instead of ETFs

Contract Selection, Performance, and Portfolio Behavior

Nov 16, 2025 • QuantSeeker

Combining TAA with Sector Timing

Replacing Broad Beta with Targeted Sector Exposure

Nov 9, 2025 • QuantSeeker

Sector Timing with Interest Rates

Revisiting Sector Rotation with Rate Changes

Nov 3, 2025 • QuantSeeker

Do Stop-Loss Rules Add Value in Tactical Asset Allocation?

Testing Whether Stop-Loss Overlays Improve Performance in a Systematic TAA Framework

Oct 26, 2025 • QuantSeeker

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, 2025 • QuantSeeker

Robust Skewness as a Source of Commodity Risk Premia

Testing a New Skewness Measure That Delivers Sharpe Ratios up to 0.8.

Oct 10, 2025 • QuantSeeker

Linearity in Momentum: A Smarter Trend Signal for Asset Allocation

When Smoother Price Paths Make Momentum Stronger

Oct 3, 2025 • QuantSeeker

Timing Leveraged Equity Exposure in a TAA Model

How a Simple VIX-based Filter Boosts Returns and Reduces Drawdowns

Sep 28, 2025 • QuantSeeker

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