US Elections are the one of most important events for the markets. There is a lot of fear in the market on the ongoing trend in the equity markets getting broken after elections. Investors are looking at how they can adjust their allocations to best prepare for this event. …

Factor models are financial models that use factors — that can be technical, fundamental, macroeconomic or alternate to define a security’s risk and returns. These models are linear, as they define the securities returns to be a linear combination of factor returns weighted by the securities factor exposures.

It’s been 8 months since we started our investment advisory at Wright Research and started offering our portfolios via smallcase. The performance has been encouraging to say the least!

When constructing a multi-asset portfolio, coming up with the strategy to allocate weights to the portfolio components is a very important step in the process. Coming up with weights for a portfolio given its components can be done in a number of ways and is a question that boggles even…

Overview Regime shift models are a powerful use case of time series modeling in the financial markets We’ll discuss what these regime shift models are, their use in the financial market, and their different types We’ll also implement a regime shift model in Python in this article Introduction Time series is a…

The Multi Asset Tactical smallcase by Wright Research invests in the best assets by combining stocks selected via Smart Beta factors with Bond & Gold ETFs A portfolio of equity, bond, and gold gives better risk-adjusted returns than only equities This smallcase combines Smart Beta factor investing with ETF asset…

I got many questions about regime shift models based on the rationale of the strategy I posted here https://wrightresearch.smallcase.com/. This topic has been of immense interest since the beginning of 2018 given the extreme volatility in the markets. Regime shifts are large, abrupt, persistent changes in the structure and function…

What is the rationale behind it? The rationale of this strategy can be broken down into two themes: Dynamic Asset Allocation Let us look at the equity markets in the two recent time periods — the year 2017 and 2018.

Here, I try to provide a snapshot macroeconomic perspective on the Indian economy driven by data but not necessarily using data science. Let’s look at some broad themes. GDP & Business Activity