MBS went through an interesting Employment Friday. I know it’s hard to remember back after a long weekend (especially for N.E. fans), but the bond market sold off pretty substantially on Friday after ...

Trading cost analysis (TCA) is now an essential activity for fixed income traders seeking quantitative execution quality insights. This is driving a virtuous circle where the demand for higher quality ...

The absolute performance of a pair of stocks, sectors, or factors can be deceiving. The relative performance of the same two securities can vastly differ from their absolute performance. We will use a ...

Persistent outperformance is one of the most sought-after characteristics of mutual funds and exchange-traded funds. Do top-performing funds show an ability to stay at the top year after year? Fund ...

Charting the outlook for value vs growth stocks + wider stock market implications. Value vs Growth Stocks: new lows, further extremes. (p.s. skip to the end if you just want the bullet point summary + ...