Below is a weekly summary of our research findings for 6/24/19 through 6/28/19. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- Best U.S. Equity Market Hedge Strategy?
Evidence indicates that a combination of a multi-class futures time series momentum portfolio and a quality factor portfolio may attractively protect against U.S. stock market crashes. - Cryptocurrency Factor Model
Evidence suggests that cryptocurrency traders should prefer small-capitalization coins or large-capitalization coins with strong returns over the past few weeks. - Equal Weighting, Firm Age and Stock Returns
Evidence indicates that investors may be able to boost the size effect by focusing on stocks with the longest histories. - SACEMS Portfolio-Asset Exclusion Testing
Evidence from simple tests mostly suggests keeping the whole base set of assets when using the SACEMS EW Top 3 portfolio. Excluding EEM has some merit. - SACEMS Portfolio-Asset Addition Testing
Evidence from simple tests suggests there is little to be gained by small expansion of the base set of assets for SACEMS, though FPX is an interesting case.
