{"id":55839,"date":"2016-12-28T08:34:05","date_gmt":"2016-12-28T13:34:05","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=55839"},"modified":"2016-12-28T08:34:05","modified_gmt":"2016-12-28T13:34:05","slug":"time-series-momentum-volatility-scaling-and-crisis-alpha","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/12\/2016\/time-series-momentum-volatility-scaling-and-crisis-alpha.html","title":{"rendered":"Time Series Momentum, Volatility Scaling, and Crisis Alpha"},"content":{"rendered":"<p>(Harvest) If you couldn\u2019t tell from our recent monster commodity futures post, we\u2019ve been thinking a lot about futures recently. The futures research area is relatively \u201cfresh,\u201d and a lot more exciting than hacking through equity stock selection research where we already understand the basic answer \u2014 buy cheap\/quality , buy strength , and embrace relative performance pain. <\/p>\n<p><a href=\"https:\/\/www.hvst.com\/posts\/77067-time-series-momentum-volatility-scaling-and-crisis-alpha\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Harvest) If you couldn\u2019t tell from our recent monster commodity futures post, we\u2019ve been thinking a lot about futures recently. The futures research area is relatively \u201cfresh,\u201d and a lot more exciting than hacking through equity stock selection research where [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-55839","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/55839","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=55839"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/55839\/revisions"}],"predecessor-version":[{"id":55840,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/55839\/revisions\/55840"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=55839"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=55839"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=55839"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}