Multi-Asset Seasonality and Trend-Following Strategies
Nick Baltas’s study delves into how predictable seasonal variations in asset returns can be leveraged, particularly within commodities and equity indices.
Multi-Asset Skewness Trading Strategy
By examining skewness across multiple asset classes – including equities, bonds, currencies, and commodities – they propose a strategy that capitalizes on behavioral biases and investor preferences to achieve better risk-adjusted returns.