US Technology Stocks: Has FANG lost its bite?

US Technology stocks have continued their relatively poor start to 2016. At the time of writing, the Nasdaq Composite index is down 5.5% while the S&P 500 Index is up about 1.04% on a YTD basis. Exploring S&P 500 Gic Sectors, we find that Technology stocks are out performing only Financials and Health Care….again on…

FTSE Russell signs collaboration agreement with Trendrating

FTSE Russell, the global index provider, has today announced that it has signed a collaboration agreement with momentum investing specialist and analytics firm, Trendrating. The agreement will see Trendrating work with FTSE Russell to develop new innovative momentum indexes. The range of products will incorporate Trendrating’s unique momentum model and supporting data as a core…

#InsideETFs – Smart Beta Deep Dive

Today at InsideETFs one of the best panels of the day was titled “Smart Beta – A Deep Dive”.  The panel was moderated by FactSet and the format emulated the U.S. Presidential Debates, where each panelist was given two minutes to extrapolate their thoughts on Smart Beta (a term universally agreed upon as not so…

#InsideETFs -The Next Wave of Innovation

Day 2 of the Inside ETFs conference in Hollywood, Florida concluded with a panel discussion amongst senior executives from some of the industry’s Titans in fund management and indexing including Vanguard, Invesco, BlackRock, SSgA, MSCI and Van Eck.  The panelists were asked for their opinions on ways to improve the ETF industry and what types…

Validating the Positive Contribution of Momentum

Using a series of historical data on equity performance spanning 140 years, Trendrating has examined Momentum returns to statistically validate its existence and effectiveness. Our findings confirm that momentum investors have enjoyed significantly better risk-adjusted returns than other factor-based models.