Investing and market insights. Quantitatively driven asset allocation.
Platform | Substack | Pricing | Only free issues | Publishes | Weekly |
---|---|---|---|---|---|
Issues | 38 | Subscribers | Read | quantstreet.substack.com |
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CAPE, or the cyclically adjusted price-to-earnings ratio, introduced in 1988 by economists John Campbell and Robert Shiller, is arguably the best-known indicator of broad market valuation. And CAPE is now at an almost (though not quite) all...
The S&P 500 index has had a spectacular run from its October 2022 trough to its present all-time peak, which has some (us included) wondering when the bull market will end. We approach this question in three steps. First, we document past e...
[Note: This piece went out to the QuantStreet Capital newsletter list last week, so it is possible you are receiving it twice. We will avoid such duplication in the future.]
In talking to investors, we often hear the idea that if one has a certain amount of cash to invest in stocks, it might be better to not do so right away, but to leg into the stock exposure while keeping the cash sitting in a money market ac...
The writers behind this newsletter.
Professor at Columbia Business School. Partner at QuantStreet Capital. https://t.co/skakiHWTbL
Cofounder and Chief Compliance Officer of QuantStreet Capital. Partner in Potomac Law Group. Adjunct Professor at multiple law schools. Visit quantstreetcapital.com.
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