Frances Hudson, Global Thematic Strategist at Standard Life Investments, explains how behavioural finance biases in trading and investment can be reduced using machine generated strategies.
Steve Sellers, chief analyst at Ned Davis Research, writes that global sentiment is not sufficient to justify a more aggressive stance on equities.
Walter Zimmermann at ICAP US discusses how a divergence between price and momentum indicators has produced a sell signal of a weekly trend reversal in the S&P500.
Ryan Larson of Research Affiliates examines evidence for momentum in global equity markets and looks at momentum as an equity risk factor.
Research from Thomas Dangl and Michael Kashofer of the Vienna University of Technology, looks at the stock selection criteria for minimum variance portfolios and the price to book ratios of these stocks.