cxoadvisory.com / Page 2

What are life lessons from one of the leading researchers in finance? In the August 2025 transcript of his interview entitled "My Life in Finance in 12 Questions", Campbell Harvey offers the following notable points relevant investors regarding (1)

The U.S. Bureau of Economic Analysis (BEA) each quarter estimates economic growth via changes in Gross Domestic Product (GDP) and its Personal Consumption Expenditures (PCE), Private Domestic Investment (PDI) and government spending components. BEA ...

Do Ethereum (ETH) and Bitcoin (BTC) exhibit a reliable lead-lag relationship? To investigate, we compute: Pearson correlations between daily ETH return and daily BTC return for relationships ranging from BTC return leads ETH return by 10 days (-10)

We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined Value-Momentum Strategy.

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for October 2025. SACEMS rankings probably will not change by the close, but positions 1 and 2 are ...

Are the "Simple Asset Class ETF Value Strategy" (SACEVS) and the "Simple Asset Class ETF Momentum Strategy" (SACEMS) mutually diversifying. To check, based on feedback from subscribers about combinations of interest, we look at three equal-weighted ...

"Compendium of Live ETF Factor/Niche Premium Capture Tests" summarizes results for its eponymous title. Here we add a live test of the short-term reversal effect among U.S. stocks. Specifically, we examine the performance of the now dead Vesper U.S.

Below is a weekly summary of our research findings for 9/22/25 through 9/26/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...

Is relevant news sentiment from other countries additive to local news in predicting country stock market returns? In their August 2025 paper entitled "Global News Networks and Return Predictability", Gustavo Freire, Ali Moin, Alberto Quaini and Amar ...

Is the part of the return/alpha of a equity factor that is not associated with simple changes in factor valuation (ratio of long side average price-to-book value ratio to short side average price-to-book value ratio) especially predictive of future ...