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