Chasing relative performance leads to a short-term orientation. Most mutual fund investors fail to outperform the S&P 500 index over the long-term, after expenses are factored in. They accept this sub ...

What is an Absolute Performance Standard? The absolute performance standard is a measurement system to show how well a company is doing. The standard is only theoretical because it is impossible to ...

Given the latest market run, I am getting a lot of questions about chasing returns and individuals comparing themselves to the S&P 500 index. The flaw of human nature is that whatever we have is ...

Over the years, we have illustrated the value of relative strength-based sector rotation in a variety of ways. Most of these studies have treated the sectors generically, i.e., they looked at the ...

Trading cost analysis (TCA) is now an essential activity for fixed income traders seeking quantitative execution quality insights. This is driving a virtuous circle where the demand for higher quality ...