Short-term and higher-frequency programs generated mixed to positive results as the lightning quick sell-off in equities during the last week caught some strategies off guard
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