Haotian Cai

Kensho Technologies

One World Trade Center

Suite 76G

New York, NY 10007

United States

SCHOLARLY PAPERS

2

DOWNLOADS

67

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

What’s So Special about the Time Series Momentum?

Number of pages: 12 Posted: 24 Aug 2019
Haotian Cai and Anatoly B. Schmidt
Kensho Technologies and Kensho Technologies
Downloads 47 (402,169)

Abstract:

Loading...

time series momentum, buy-and-hold strategy, simple moving average strategy

2.

Comparing Mean-Variance Portfolios and Equal-Weight Portfolios for Major US Equity Indexes

Number of pages: 14 Posted: 12 Jun 2019 Last Revised: 19 Aug 2019
Haotian Cai and Anatoly B. Schmidt
Kensho Technologies and Kensho Technologies
Downloads 20 (526,800)

Abstract:

Loading...

mean variance portfolio, equal weight portfolio, partial correlations, out-of-sample performance