April 16, 2019
We explore the benefits of combining two approaches to Global Macro investing – one systematic and the other opportunistic – into a single integrated strategy.
Read moreApril 5, 2019
A guide to tax-aware relaxed constraint strategies that also tries to enlighten investors on the nuances around tax benefits by comparing different tax-aware strategies with an equity beta of one.
Read moreJanuary 29, 2019
Can individual factors be reliably timed based on their recent performance? This study of 65 widely-studied, characteristic-based equity factors aims to find out.
Read moreOur Approach
Cliff's Perspectives
February 25, 2019
Cliff offers some insights into the world of smoothed returns with a healthy dose of satire.
Read moreOur History
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