Summer Holiday Lookback
- By Sam van de Schootbrugge
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- 3 min read
In academia, the summer lull is an ideal time for hardcore research. Fewer distractions, better weather and the added motivation of a holiday are the perfect fuel for creativity. This is why we tend to see a surge publications in the months that follow (Chart 1).
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In academia, the summer lull is an ideal time for hardcore research. Fewer distractions, better weather and the added motivation of a holiday are the perfect fuel for creativity. This is why we tend to see a surge publications in the months that follow (Chart 1).
Equity markets follow a very similar pattern, with the highest average returns found in Q4 (Chart 2). So, there appears to be a lot of value in using these quiet summer weeks to refresh those models, rethink ideas and reset for the quarter ahead.
For that reason, we have put together a list of the some of our most-read academic summaries that could be of use over the next few months. Hopefully, they can contribute to a successful Q4 strategy!
- Which FX Valuation Models Work Best? (5 min read)
- Can Big Data Help Forecast House Prices? (4 min read)
- Trading During Inflationary Times (6 min read)
- When Are Momentum Models Profitable? (5 min read)
- What Is Driving Chinese Growth? (5 min read)
- Predicting Mutual Fund Performance Using Machine Learning (7 min read)
- Government Yields Do Not Affect Corporate Bonds The Way You Think (3 min read)
Sam van de Schootbrugge is a Macro Research Analyst at Macro Hive, currently completing his PhD in international finance. He has a master’s degree in economic research from the University of Cambridge and has worked in research roles for over 3 years in both the public and private sector.
(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)
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