Momentum

Don FishbackStock MarketLeave a Comment

Interesting post from the WSJ on how momentum in the first half of the year carries over to the second half when the first half is exceptionally strong. What I … Read More

Interesting Volatility Research

Don FishbackVolatility

Interesting article¬†at Alpha Architect about two research papers pertaining to volatility. The first has to do with idiosyncratic volatility (“IV”), and how higher IV leads to short-sale contraints, which leads … Read More