A growing body of literature suggests that over widely varying historical eras and across a wide range of asset classes momentum investing, often accompanied by a trend following overlay, provides superior risk-adjusted returns. We examine the effectiveness of applying these methodologies to...

A growing body of literature suggests that over widely varying historical eras and across a wide range of asset classes momentum investing, often accompanied by a trend following overlay, provides superior risk-adjusted returns. We examine the effectiveness of applying these methodologies to...

Many people can now see that the EU project has lost touch with the normal arrangements that govern successful western economies. But less obvious is that the EU’s financial system and its legal underpinnings are weak. As this analysis shows, EU law sidesteps the Basel standards – the...