Webinar : Generating Alpha: Predicting Volatility and Corrections, June 11, 930pm IST

Generating Alpha: Predicting Volatility and Corrections, Wednesday, June 11, 2014 09:30:00 PM IST – 10:45:00 PM IST
Michael A. Gayed, CFA, and Charlie Bilello, CMT, of Pension Partners, LLC co-authored two award-winning papers in 2014 that challenge the efficient market hypothesis by revealing market anomalies that have persisted over time. In separate papers, they focus on the utilities sector and Treasury bonds, providing a systematic way to outperform the market on an absolute and risk-adjusted basis. Importantly, they also show how the unique behavior of utilities and Treasuries can be used to anticipate periods of higher volatility and market corrections. Their work has important implications for both asset allocators and active managers.
 
You can download both papers from the Social Science Research Network (SSRN): “An Intermarket Approach to Beta Rotation” (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2417974) and “An Intermarket Approach to Tactical Risk Rotation” (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2431022).
Michael A. Gayed, CFA, and Charlie Bilello, CMT
Michael A. Gayed, CFA, is Chief Investment Strategist and Charlie Bilello, CMT, is Director of Research at Pension Partners, LLC.
Advertisements

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s