Quantitative Strategies

During July, there were no factors that added value at a statistically significant level.

• Read more

Our Group Selection work continues to struggle, but there seems to be a light at the end of the tunnel.

• Read more

Momentum cannot sustain itself, as multiple trends reversed over last two months. Profitability focus has returned to the marketplace as risk aversion grows.

• Read more

We expect risk appetites to remain low and investors to continue to reward conservative stock characteristics over the next 3-6 months.

• Read more

The November leg down in stocks was brutal. However, from a technical perspective, the decline was accompanied by the kind of  “positive divergences” that typically appear at major lows.

• Read more