Practical analysis for investment professionals

Derek Horstmeyer

28 Posts

Biography

Derek Horstmeyer is a professor at George Mason University School of Business, specializing in exchange-traded fund (ETF) and mutual fund performance. He currently serves as Director of the new Financial Planning and Wealth Management major at George Mason and founded the first student-managed investment fund at GMU.

Author's Posts
Do Sentiment Metrics Matter to the Markets?

How much correlation is there between consumer and business sentiment metrics and market returns?

Do the Best Equity Fund Managers Follow the Bond Market?

A fund family's success with bond funds may not translate to the equity side of the ledger.

Can Tracking Error Boost Index Funds’ After-Tax Returns?

Do index funds with lower tracking error have better or worse post-tax performance?

Bitcoin Mining and Local Stock Market Performance Correlations

Is there a relationship between where bitcoin is mined and how the performance of the local equity markets correlates with bitcoin prices?

Short Squeezes: A Four-Factor Model

To determine whether a stock might become the target of a short squeeze, there are four criteria to keep in mind.

What Can AI Do for Investment Portfolios? A Case Study

One AI equity trading model hints at the technology's potential to transform investment management.

Bonds and Fixed Income: Where’s the Hedge?

When have fixed-income assets actually done what portfolio managers and investors expect them to do?

Growth, Value, and Skewness: Are Growth Stocks a Lottery-Like Bet?

How does skewness in returns relate to other factors in asset pricing?

COVID-19 Correlations: Local Cases, Local Returns?

Do local COVID-19 case counts have any correlation with local stock returns?

Digital Gold or Fool’s Gold: Is Crypto Really a Hedge against Equity Risk?

When it comes to hedging equity risk, bitcoin and cryptocurrencies are less "digital gold" and more fool's gold.