Research Insights

Weekly Research Insights - Using VIX to Time High-Beta Stocks

When Beta Timing Works

5 hrs ago •

Weekly Research Insights - Trading Around Macro Announcements

Profiting From Resolution of Uncertainty

Jun 26 •

Weekly Research Insights

Testing New Research on Momentum Timing

Jun 19 •

Weekly Research Insights

A New Signal to Avoid Momentum Crashes

Jun 12 •

Weekly Research Insights

Gold’s Role in Portfolios | Predictability Around Earnings Season

Jun 5 •

Weekly Research Insights

Testing an Overnight Strategy in ES Futures | Trend Following and Capacity Constraints

May 29 •

Weekly Research Insights

When Combining Anomalies Beats Machine Learning | Seasonality in Returns Around Earnings Season | Decoding Economic News with Large Language Models

May 22 •

Weekly Research Insights

Currency Returns Around FOMC | Understanding Stock-Bond Correlations | Timing Equity Factors with Bonds

May 15 •

Weekly Research Insights

Intraday Reversals | How Robust is FX Carry? | Selling Options on Drug Stocks

May 8 •

Weekly Research Insights

Predicting Stock Returns With Volatility | Performance of Leveraged ETFs | Predicting Short-Term Crypto Returns

May 1 •

Weekly Research Insights

Predicting Returns with Geopolitical Risk | Insider Trading Signals | Systematic or Idiosyncratic Momentum?

Apr 24 •

Weekly Research Insights

Look-ahead Bias in Large Language Models | Improving Momentum Strategies | Rethinking Alpha in Country Anomalies

Apr 17 •

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