Targeting the most predictive REACTION signals to boost returns in a market-neutral portfolio
This report examines the impact on portfolio performance when allocating a larger proportion of a portfolio to less active stocks.
Targeting the most predictive REACTION signals to boost returns in a market-neutral portfolio
Improving market-neutral portfolio performance with a market direction filter
2021 mid-year update: Reaction model continues to provide uncorrelated returns
Market-neutral portfolio construction with an event-based signal PART 3
Market-neutral portfolio construction with an event-based signal PART 2
Market-neutral portfolio construction with an event-based signal