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Smarter investing, backed by data and research. Evidence-based insights on stock selection, tactical asset allocation, and investment strategies.
- Indexed issues, last 90 days
- 15
- Latest publication
- Sep 29, 2026
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- Aug 4, 2026
Latest issues
Weekly Research Recap (opens the original)
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Every Tuesday, I highlight the most interesting investment research and ideas from the past week, drawing on academic papers, industry research, and blogs. Links to the original sources are included throughout.<img alt="" class="sizing-normal" height="608"
Timing Short Volatility with VIX Curve Momentum (opens the original)
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The shape of the VIX term structure contains useful information about the volatility regime.When the curve is in contango, short-volatility strategies tend to benefit from positive roll yield. When it moves into backwardation, the environment is typically much less favorable.In an earlier post, “Timing Volatility with the VIX Term Structure”, I tested using the relationship between the VIX and 3-month VIX to dynamically switch between short- and long-volatility exposure. The strategy produced a
Weekly Research Recap (opens the original)
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Each Tuesday, I share a curated selection of the past week’s most interesting investment research and ideas, spanning academic studies, industry analysis, independent research, and discussions from across social media. Sources are linked throughout.<i
Weekly Research Recap (opens the original)
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This Tuesday’s roundup highlights the most useful and actionable investment insights I came across over the past week, drawing from academic papers, industry research, blogs, and thoughtful discussions on social media. Links to all original sources are included throughout.<sourc
Improving Fixed-Weight Portfolios with Dynamic Rules (opens the original)
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Fixed-weight portfolios, such as equal-weighted portfolios or the classic 60/40 portfolio, are simple, but they ignore two quantities that vary substantially through time: Risk and expected returns.Recent research examines whether relatively simple dynamic rules can improve on these portfolios. I test and extend this idea across several different investment universes.The approach is straightforward: First, allow portfolios to reduce exposure when risk is high, then add a simple momentum signal a
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