Passive investors do not have exposure to returns driven by this market’s fundamental drivers and do not have returns driven by the inefficiencies within this market
It is extremely important that investors expand into more non-traditional markets in order to find truly uncorrelated returns via different market/price drivers and return behaviours
Pearl Capital Advisors examines a cyclical relationship between two types of corporate earnings measurements produced by the St. Louis Federal Reserve (FRED Data) and the performance of the S&P 500
Trend following strategies finally had a correction month, with many (but not all) programs surrendering roughly one-fifth to one-quarter of their YTD returns