Raymond Micaletti

Relative Sentiment Technologies, LLC

The Views 3

Palmas Del Mar

Humacao, 00791

Puerto Rico

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 12,013

SSRN RANKINGS

Top 12,013

in Total Papers Downloads

7,290

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

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
Relative Sentiment Technologies, LLC
Downloads 2,276 (11,925)
Citation 1

Abstract:

Loading...

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

2.

A Comparison of Short-Term Mean-Reversion Indicators for Global Equities

Number of pages: 36 Posted: 27 Jan 2023
Raymond Micaletti
Relative Sentiment Technologies, LLC
Downloads 1,404 (25,343)

Abstract:

Loading...

Equities, mean-reversion, systematic trading, market timing, tactical asset allocation

3.

Towards a Better Fed Model

Number of pages: 33 Posted: 03 Dec 2020 Last Revised: 05 Dec 2020
Raymond Micaletti
Relative Sentiment Technologies, LLC
Downloads 1,395 (25,541)

Abstract:

Loading...

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

4.

The Complementarity of Trend Following and Relative Sentiment

Number of pages: 38 Posted: 17 Oct 2022
Raymond Micaletti
Relative Sentiment Technologies, LLC
Downloads 1,190 (32,188)

Abstract:

Loading...

Trend following, relative sentiment, tactical asset allocation, time-series momentum, market timing, wealth management, equities

5.

Relative Sentiment and Machine Learning for Tactical Asset Allocation

Number of pages: 36 Posted: 05 Nov 2019 Last Revised: 25 Jan 2022
Raymond Micaletti
Relative Sentiment Technologies, LLC
Downloads 1,025 (39,764)

Abstract:

Loading...

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