Raymond Micaletti

Independent

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Want Smart Beta? Follow the Smart Money: Market and Factor Timing Using Relative Sentiment

Number of pages: 44 Posted: 10 May 2018 Last Revised: 12 Feb 2019
Raymond Micaletti
Independent
Downloads 1,312 (18,871)
Citation 1

Abstract:

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Market Timing, Factor Timing, Smart Beta, Smart Money, Investor Sentiment, Relative Sentiment, Time-Series Momentum, Tactical Asset Allocation, Commitments of Traders

2.

Towards a Better Fed Model

Number of pages: 33 Posted: 03 Dec 2020 Last Revised: 05 Dec 2020
Raymond Micaletti
Independent
Downloads 497 (71,488)

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Fed model, tactical asset allocation, market timing, investor sentiment, equity valuation, time-series value

3.

Relative Sentiment and Machine Learning for Tactical Asset Allocation

Number of pages: 36 Posted: 05 Nov 2019 Last Revised: 03 Sep 2020
Raymond Micaletti
Independent
Downloads 339 (111,287)

Abstract:

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Market Timing, Smart Money, Investor Sentiment, Relative Sentiment, Time-Series Momentum, Tactical Asset Allocation, Sentix