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How Counter Trend Models Can Adapt to Changing Market Environments

August 19, 2015
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Trend following methodologies attempt to buy into market strength and sell into market weakness.  Counter trend methodologies do the opposite, buying into market weakness and selling into market strength.  Trend following works under the premise that investments tend to trend over time and works best over […]

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The Smart Beta Dilemma

August 19, 2015
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The debate about whether smart beta strategies add value vs. market cap weighted indices will probably never end.  Smart beta strategies continue to launch with impressive backtested results that show outperformance over market cap weight.  The main questions revolve around whether those backtests are curve fitting […]

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Factor Return Dispersion

July 29, 2015
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So far in 2015 we have seen much more dispersion in the return of different factors—low volatility, momentum, value, increasing dividends, etc.  As you can see from the chart below it didn’t really matter what factor you chose in 2014, all of them did well […]

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Factor Investing–The Future of Traditional and Tactical Asset Allocation

July 24, 2015
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Traditional equity research has always thought that most of a portfolio’s returns can be explained by the portfolio’s asset allocation.  This has then been taken to mean how much is in specific investment styles—small cap stocks, large cap stocks, growth stocks, value stocks, etc […]

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