Research Insights

Tactical Allocation and Market Regimes

Balancing Growth and Defense in Shifting Market Environments

Sep 12 •

Replicating an Asset Allocation Model

Testing Two Award-Winning Allocation Papers

Sep 5 •

Tactical Allocation 2.0: Lower Drawdowns, Higher Sharpe

Improvements to a Simple, Effective Asset Allocation Framework

Aug 31 •

Trading Downside Volatility in Commodities

Testing new research and building a multi-signal portfolio

Aug 21 •

Beyond Skewness: Tail Asymmetry as a Commodity Signal

Evidence from the IE Measure

Aug 15 •

Skewness as a Commodity Signal

How Realized Skewness Predicts Commodity Returns

Aug 7 •

Do Gold Miners Beat Bullion? What the Data Really Says

Testing the Performance of Miners vs. Bullion

Aug 1 •

Weekly Research Insights - Improving Equity Momentum Strategies

Using the Price Path to Improve Signals

Jul 24 •

Weekly Research Insights - A Simple and Effective Tactical Allocation Strategy

Dynamic Rotation Between Equities and Defensive Assets

Jul 18 •

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

When Beta Timing Works

Jul 3 •

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 •

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