Featured insights on index investing,
volatility, liquidity, and managing risk

Blog

Nothing Good Typically Ever Happens After 25 Vol
| Ryan Poirier, ASA, CFA, FRM
Staying on the sidelines can be an effective strategy–if you have the right tools. A dynamic strategy that navigates ...
Are Low Volatility Strategies “Broken”?
| Tony Barchetto, CFA
Low volatility strategies provided little to no protection in March following the COVID outbreak and are continuing to...
Hedging Your Bets: Another Way to Play Defense
| Tony Barchetto, CFA
Despite signs of froth, investors still seek defensive investments for their portfolios. Volatility targeting gets ba...
Liquidity: Same As It Ever Was... or Not?
| Tony Barchetto, CFA
Moving in and out of markets in this environment is difficult to say the least Recent bid/ask spreads suggest stock m...
We're in No Man's Land—Rookies and Vets Both Struggle to Find Meaning
| Tony Barchetto, CFA
There’s nothing marking the transition from young punk to grizzled veteran in the markets. It just happens. One day you’...
Getting High on High Beta
| Ryan Poirier, ASA, CFA, FRM
Last year was a run up year, with the S&P 500 surging 31.49%. Yet some factor indices performed much better and some wor...
Psst…meet the Steve Kerr of Low Volatility
| Ryan Poirier, ASA, CFA, FRM
One year ago, the Salt Low truBeta™ US Market Index joined the fight against volatility. [1] The team is already stacked...
Betting Big with Beta
| Ryan Poirier, ASA, CFA, FRM
Large market swings can spook even the most experienced traders. Since 2017, the most tranquil calendar year on record, ...
Beta for IPOs, Now Available
| Ryan Poirier, ASA, CFA, FRM
Uber and Lyft excited the public markets in the first half of the year with their highly anticipated IPOs. More companie...
High Beta: Better Ingredients Make the Dish
| Tony Barchetto, CFA
Properly evaluating performance in investing is critical. For new entrants, waiting for enough time to pass to start any...

Research

Quarterly Beta Forecasting with Multiple Return Frequencies
| Salt Financial
Using high-frequency returns can help improve responsiveness and accuracy in estimating market risk in your portfolio.