By SIMON CONSTABLE
Investors can double alpha in the credit markets by using simple equity momentum strategies enhanced by applying machine learning with boosted regression trees. Read more here.
By SIMON CONSTABLE
Investors can double alpha in the credit markets by using simple equity momentum strategies enhanced by applying machine learning with boosted regression trees. Read more here.
By SIMON CONSTABLE
This study examines the extent of the disagreement by different rating agencies over ESG (environmental, social, and governance) ratings. Companies with high disagreement in their ratings face higher risk premiums but better stock returns. Read more here.
Photo by Yiorgos Ntrahas on Unsplash
By SIMON CONSTABLE
Sometimes Wall Street veterans use the term “carry” when referring to the attributes of different asset classes. But to make matters more confusing, the term also refers to a type of sophisticated trading strategy. Read more here.