Research Guides

• Calendar Effects How stock returns behave around holidays, days of the week, turns of the month, months of the year and recurring events, tested on long market histories. Holidays · Days of the week · Time of day and overnight · Turn of the month and year · Months and seasons · Events and cycles · Calendar studies · Other calendar research 183 articles
• Volatility and the VIX What the VIX and realized volatility say about future returns, how volatility funds behave, and whether managing exposure by volatility helps. Volatility ETFs and ETNs · The VIX as a signal · Volatility targeting · Volatility and returns 162 articles
• Intraday and Overnight Trading Day trading strategies, intraday momentum and the split between overnight and daytime returns. Overnight vs. intraday returns · Day trading strategies 42 articles
• Trend Following and Momentum Moving-average timing, time-series trend following, and momentum across asset classes and individual stocks. Moving averages · Trend following · Asset class and ETF momentum · Stock momentum 387 articles
• Market Indicators Tests of sentiment, breadth, economic and valuation indicators: which ones have predicted stock returns, and which have not. Valuation · Sentiment · Breadth and technical indicators · Economic indicators 309 articles
• Asset Allocation and Portfolios Building and running portfolios: fixed mixes, tactical allocation, risk parity, rebalancing and diversification. Fixed and lazy portfolios · Risk parity · Tactical allocation · Rebalancing and diversification 247 articles
• Options and Leveraged ETFs Option-income strategies, hedging with options, and how leveraged and inverse ETFs behave over time. Option income · Hedging with options · Leveraged and inverse ETFs · Other option research 195 articles
• Guru Grades How accurately 68 market experts forecast the U.S. stock market, graded forecast by forecast. Final report

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