Below is a weekly summary of our research findings for 10/14/19 through 10/18/19. 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.
Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.
- Compendium of Recent “Long Run” Research
Listed items link to summaries of recent (since 2010) investment research using long data samples. These summaries may be helpful in developing strategic allocations and tactical wariness for long-horizon investments. - Sector Breadth as Market Return Indicator
Evidence indicates that strong equity sector breadth predicts higher-than-average next-month stock market returns, but such breadth appears difficult to exploit due to rarity. - Investment Strategy Development Tournaments?
Tournaments as described offer an alternative to silo, assembly line and backtesting platform approaches, incentivizing many data scientists without an investment background to contribute forecasts to an asset manager. - Are Equity Multifactor ETFs Working?
Limited available evidence offers little support for belief that equity multifactor ETFs beat their benchmarks, or that they offer material diversification with comparable performance. - Are Hedge Fund ETFs Working?
Limited available evidence on attractiveness of hedge fund-oriented ETFs is negative.
