Learning From AQR’s "Fama On Momentum"
Momentum's success is most likely from some irrational behavior and investor biases showing up in prices.
07 February, 2016
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Learning From Cliff Asness’ Conversation With Tyler
06 February, 2016
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Another Howard Marks’ Memo – It’s Not Easy
05 November, 2015
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John Burbank Seminar In UC Berkeley Haas School of Business
04 November, 2015
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Another Howard Marks’ Memo – Inspiration from the World of Sports
26 October, 2015
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Learning From AQR's "Good Strategies for Tough Times"
Composite of long/short premia, including Absolute and Relative Momentum performs well when Equities or Bonds perform poorly. Absolute Momentum is a good complement with Private Equity with negative correlation.
01 October, 2015
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Takeaways From Eurekahedge’s Interview With Winton Capital
23 September, 2015
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Learning From SSGA's "Trends and Benefits"
Managed Futures and Global Macro strategies provide effective hedges against Equity declines.
15 August, 2015
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Learning From "The Trend is Your Friend"
Time-series momentum effect is significant across international equity and commodity markets but central bank actions in recent years have made the environment tougher.
01 August, 2015
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Takeaways From Gestaltu’s “All Strategies Blow Up”
12 July, 2015
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