Dynamic Equity Models
Dynamically weighted 70+ factor models based on company fundamentals, yet systematically implemented. Our models rapidly adjust factor exposures to align with the changing market environments.
Robust Tactical Signals
Dynamically calibrated time independent trend-following models. Our models are timeless, converting a time-series of prices to a more stable information flow to create robust signals.
Alternative Data Set Validation
Expert and detailed analysis on any data sets generating a professional white paper. Create customized investment strategies based on data sets.
Expert Research and Projects
20+ years of experience designing and building highest quality investment products, analytical research and specialized projects.
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Stock Models
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Expert Research
News
July 19, 2017
Why are the FANG stocks so popular? How does their return and risk compare with the S&P 500?
May 4, 2017
What does the number of positive monthly S&P 500 returns tell us about the annual return? What about the number of consecutive positive returns from the beginning of a year?
April 5, 2017
What is Beta? We will be publishing a series about Beta. The attachment below is a quick preview of some of the issues.
March 6, 2017
What happens the rest of the year when both January and February have positive returns
November 3, 2016
A brief look at what happens in the Stock Market before and after the election