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Tag Archives: stocks

Preparing for the Trump Tantrum

Preparing for the Trump Tantrum US equities recovered moderately after the sharp decline yesterday; investors were in buy the dip mode during a rare US equities market pull back. Despite the amount of ink spilt over the health care vote, fundamentally the  US economic landscape looks bright, and investors were quick to snap up bargains. However, news of the deplorable terrorist attack in London held the upward momentum in check. US Congress will vote on the AHCA ...

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Research links: factor persistence

FactorsHow should you diversify across factors? (blog.thinknewfound.com)Some factor strategies have persistent industry tilts. (beta.morningstar.com)Factors are not commodities. (investingresearch.net)Timing return factors isn't worth the bother. (papers.ssrn.com)A review of recent papers on risk factors. (capitalspectator.com)Research linksThe case for diversifying equities with managed futures. (blog.alphaarchitect.com)Does fundamental momentum work as well as price momentum? (blog.alphaarchitect.com)Momentum and mean reversion work on different time frames. (econompicdata.blogspot...

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