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Below is a weekly summary of our research findings for 2/18/25 through 2/21/25. 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 ...

Would using a rolling, rather than an inception-to-date (ITD), lookback window for calibration of the Best Value and Weighted versions of the "Simple Asset Class ETF Value Strategy" (SACEVS) improve their performances? SACEVS allocates funds to 3 ...

Can traders generate attractive returns by frontrunning orders of large funds as they predictably rebalance from past winning asset classes to past losing asset classes? In their January 2025 paper entitled "The Unintended Consequences of Rebalancing ...

What do expectations for Bitcoin supply and demand imply for the future trajectory of its price? In the January 2025 revision of their paper entitled "A Supply and Demand Framework for Bitcoin Price Forecasting", Murray Rudd and Dennis Porter ...

Can investors get a trading edge from CME FedWatch, which tracks probabilities of changes to the Federal Funds Rate (FFR) at future FOMC meetings based on the prices of 30-day Fed Funds futures contracts? In their January 2025 paper entitled ...

Below is a weekly summary of our research findings for 2/10/25 through 2/14/25. 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 ...

Can large language models (LLM) handle complex financial reasoning tasks that require multi-step logic, market knowledge and regulatory adherence? In his December 2024 paper entitled "Large Language Models in Finance: Reasoning", Miquel Noguer I ...

"Daily Global Investor Sentiment" discusses the risk-on/risk-off (RORO) index as a measure of global investor risk appetite, with the underlying dataset publicly available. Can investors exploit this dataset for short-term timing of investments in ...

The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for January 2025. The actual total (core) inflation rate is about the same as (about the same as) forecasted. The post Inflation Forecast Update appeared ...

Can a multifaceted measure of investor sentiment convincingly predict returns? In their November 2024 paper entitled "Risk-on/Risk-off: Measuring Shifts in Investor Sentiment", flagged by a subscriber, Anusha Chari, Karlye Stedman and Christian ...