Individual market signals may offer limited information on their own. This white paper examines how combining many weak predictive signals, or micro-alphas, can inform research into the equity risk premium.
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Individual market signals may offer limited information on their own. This white paper examines how combining many weak predictive signals, or micro-alphas, can inform research into the equity risk premium.
Continue reading
Market research has identified recurring patterns around the calendar, policy announcements and market trends. This white paper revisits these anomalies and studies how they can be combined in a Seasonal Anomaly and Trend Model.
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