[[{“value”:”CHICAGO, Dec. 6, 2024 /PRNewswire/ — The Hull Tactical team is proud to announce the release of its latest academic paper, Micro Alphas, co-authored by Blair Hull, Petra Bakosova, Francois Cocquemas, Euan Sinclair, and Petri Fast. This paper introduces a novel framework for leveraging weak but collectively informative predictive signals—referred to as “micro alphas”—to enhance equity risk premium predictions.
This innovative approach leverages elastic net modeling and feature selection to uncover dynamic patterns in financial markets, potentially outperforming traditional benchmarks with superior risk-adjusted returns. Particularly effective during elevated market volatility, the model demonstrates the potential to capitalize on inefficiencies overlooked by conventional strategies.
“This research addresses the common objections to market-timing, showing that even weak signals, when effectively aggregated, can provide significant predictive power,” said Hull Tactical Chief Executive Officer and co-author Petra Bakosova.
To read the full paper, visit: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5035294
About Hull Tactical
Hull Tactical (HTAA, LLC) is a Registered Investment Advisor founded in 2013 focusing on quantitative asset management. The firm’s approach focuses on blending diverse predictive signals into cohesive models that adapt dynamically to changing market conditions, aiming to deliver consistent, risk-adjusted returns. HTAA is committed to evolving its strategies through cutting-edge research and the use of sophisticated data science tools to refine portfolio management.
Disclaimer
Investing involves risk, including the possible loss of principal.
This document does not constitute advice or a recommendation or offer to sell or a solicitation to deal in any security or financial product. It is provided for information purposes only and on the understanding that the recipient has sufficient knowledge and experience to be able to understand and make their own evaluation of the proposals and services described herein, any risks associated therewith and any related legal, tax, accounting, or other material considerations. To the extent that the reader has any questions regarding the applicability of any specific issue discussed above to their specific portfolio or situation, prospective investors are encouraged to contact HTAA or consult with the professional advisor of their choosing. Except where otherwise indicated, the information contained in this article is based on matters as they exist as of the date of preparation of such material and not as of the date of distribution of any future date. Recipients should not rely on this material in making any future investment decision.
View original content to download multimedia:https://www.prnewswire.com/news-releases/hull-tactical-releases-new-academic-paper-302324974.html
SOURCE Hull Tactical Asset Allocation”}]]
CHICAGO, Dec. 6, 2024 /PRNewswire/ — The Hull Tactical team is proud to announce the release of its latest academic paper, Micro Alphas, co-authored by Blair Hull, Petra Bakosova, Francois Cocquemas, Euan Sinclair, and Petri Fast. This paper introduces a novel framework for leveraging weak but collectively informative predictive signals—referred to as “micro alphas”—to enhance equity risk premium predictions.
This innovative approach leverages elastic net modeling and feature selection to uncover dynamic patterns in financial markets, potentially outperforming traditional benchmarks with superior risk-adjusted returns. Particularly effective during elevated market volatility, the model demonstrates the potential to capitalize on inefficiencies overlooked by conventional strategies.
“This research addresses the common objections to market-timing, showing that even weak signals, when effectively aggregated, can provide significant predictive power,” said Hull Tactical Chief Executive Officer and co-author Petra Bakosova.
To read the full paper, visit: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5035294
About Hull Tactical
Hull Tactical (HTAA, LLC) is a Registered Investment Advisor founded in 2013 focusing on quantitative asset management. The firm’s approach focuses on blending diverse predictive signals into cohesive models that adapt dynamically to changing market conditions, aiming to deliver consistent, risk-adjusted returns. HTAA is committed to evolving its strategies through cutting-edge research and the use of sophisticated data science tools to refine portfolio management.
Disclaimer
Investing involves risk, including the possible loss of principal.
This document does not constitute advice or a recommendation or offer to sell or a solicitation to deal in any security or financial product. It is provided for information purposes only and on the understanding that the recipient has sufficient knowledge and experience to be able to understand and make their own evaluation of the proposals and services described herein, any risks associated therewith and any related legal, tax, accounting, or other material considerations. To the extent that the reader has any questions regarding the applicability of any specific issue discussed above to their specific portfolio or situation, prospective investors are encouraged to contact HTAA or consult with the professional advisor of their choosing. Except where otherwise indicated, the information contained in this article is based on matters as they exist as of the date of preparation of such material and not as of the date of distribution of any future date. Recipients should not rely on this material in making any future investment decision.
View original content to download multimedia:https://www.prnewswire.com/news-releases/hull-tactical-releases-new-academic-paper-302324974.html
SOURCE Hull Tactical Asset Allocation
