Blair Hull

HTAA, LLC

141 W. Jackson Street #1650

Chicago, IL 60604

United States

SCHOLARLY PAPERS

5

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6

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

A Practitioner's Defense of Return Predictability

Number of pages: 37 Posted: 22 May 2019
Blair Hull and Xiao Qiao
HTAA, LLC and School of Data Science, City University of Hong Kong
Downloads 14,397 (363)
Citation 5

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equity premium, forecasting, predictability, correlation screening, market timing, asset returns, tactical asset allocation

2.

Return Predictability and Market-Timing: A One-Month Model

Journal Of Investment Management, 17.3 (2019):47-64.
Number of pages: 30 Posted: 10 Oct 2017 Last Revised: 07 Oct 2019
Blair Hull, Xiao Qiao and Petra Bakosova
HTAA, LLC, School of Data Science, City University of Hong Kong and Hull Tactical
Downloads 5,533 (1,968)
Citation 3

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equity premium, forecasting, predictability, market timing, asset returns, tactical asset allocation

3.

The Risk-Reversal Premium

Number of pages: 15 Posted: 23 Nov 2021
Blair Hull, Euan Sinclair and Euan Sinclair
HTAA, LLC and Bluefin TradingFactorWave
Downloads 2,045 (10,547)

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Volatility, Skewness, Options, Diversification, Alternative Beta, Portfolio Management

4.

Seasonal Effects and Other Anomalies

Number of pages: 37 Posted: 24 Apr 2018 Last Revised: 15 Dec 2018
Blair Hull, Petra Bakosova and Alexander Kment
HTAA, LLC, Hull Tactical and Hull Tactical
Downloads 1,576 (15,961)
Citation 1

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equity premium, seasonal effects, anomalies, forecasting, predictability, market timing, asset returns, tactical asset allocation

5.

Option Pricing Via Breakeven Volatility

Number of pages: 55 Posted: 11 Oct 2021
Blair Hull, Anlong Li and Xiao Qiao
HTAA, LLC, Hull Tactical Funds and School of Data Science, City University of Hong Kong
Downloads 539 (71,135)

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options, volatility, prediction, trading strategy