Anomaly timing · Macro regimes · Fund skill gap · Sector rotation filters · Lottery stocks · Filtered trend forecasts
I think you got the paper link wrong for the "~40 trades a year. A Sharpe up to 2.8. The only signal: whether the market rose or fell on macro-news day." one
Fixed, thanks for the heads-up, @fintomas!
Now worries, love the content, keep up the lovely work 🙏
I think you got the paper link wrong for the "~40 trades a year. A Sharpe up to 2.8. The only signal: whether the market rose or fell on macro-news day." one
Fixed, thanks for the heads-up, @fintomas!
Now worries, love the content, keep up the lovely work 🙏