AI & Algo Trading
💡

Bonds / Equities

NameSharpe RatioPeriod of Rebalancing
⭐
Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management
0.84
Weekly
⭐
The Rehabilitation of Glidepath Investing
0.78
Quarterly
⭐
Trend Following with Momentum Versus Moving Average: A Tale of Differences
0.78
Quarterly
⭐
Paired-Switching for Tactical Portfolio Allocation
0.78
Quarterly
⭐
Fight the Fed Model: The Relationship between Stock Market Yields, Bond Market Yields, and Future Returns
0.7
Monthly
⭐
Market-Timing Strategies that Worked
0.7
Monthly
⭐
A Tactical Implication of Predictability: Fighting the Fed Model
0.7
Monthly
⭐
Gambling on the S&P 500’s Gold Seal: New Evidence on the Index Effect
0.7
Monthly
⭐
An International Analysis of Earnings, Stock Prices and Bond Yields
0.7
Monthly
⭐
Cross-Asset Signals and Time Series Momentum
0.65
Monthly
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Opposing Seasonalities in Treasury Versus Equity Returns
6 Months
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Accruals and Aggregate Stock Market Returns
Yearly
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Predicting Stock Market Returns with Aggregate Discretionary Accruals
Yearly
AI & Systematic Trading

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