Weekly brief: cross-asset momentum
A concise review of the last week’s momentum signals across equities, credit, and commodities, including short-term trade ideas and governance notes.
Read briefResearch, trend briefs, and practical market commentary
TrendInvest publishes analysis that translates complex market data into practical insight for portfolio decisions. Our blog focuses on bridging research and implementation: you will find briefings that identify why a trend is emerging, evidence that it is persistent across time and regimes, and clear notes on expected implementation costs and monitoring. We prioritize transparency in signal construction so readers can assess applicability to their mandates. Each post includes data references, backtest windows when appropriate, and recommended horizons for action. Content spans macro regime shifts, sector-level rotations, volatility and hedging studies, and alternative signals that often precede broader market moves. Contributors include quantitative researchers and market practitioners who aim to deliver concise, reproducible analysis with operational context. The goal is not to chase headlines but to equip investment teams with repeatable tools and documented decision rules to act with clarity when market structure changes.
Editorial note and curation
Our editorial process curates posts that are directly relevant to investors looking for actionable trend insight. Each article is reviewed for data quality, reproducibility, and operational impact. The editorial note explains why a topic matters now, how persistent the underlying signal appears across look-back windows, and what monitoring rules should be in place after implementation. We favor concise explanation over long-form speculation and provide clear caveats around data survivorship and transaction costs. Readers will find a mix of short briefs designed for quick decision-making and longer technical notes that document signal construction, parameter sensitivity, and historical robustness. The curation prioritizes cross-asset relevance and content that can be integrated into both discretionary and systematic workflows. Subscribers receive priority access to datasets and notebooks used in our longer studies, helping validate applicability within client environments.
Technical note: volatility regimes
An explanation of our volatility-regime detector, sensitivity to look-back windows, and implications for dynamic hedging schedules.
Read note
Feature: alternative indicators
A deeper look at underutilized indicators that historically provided early signals ahead of major cross-asset moves.
Read featureContribute or suggest a topic
Practitioners with relevant case studies or reproducible research are encouraged to contact our editorial team. We accept technical notes and guest features provided they meet our standards for data transparency and operational relevance. Suggested topics may include novel factor construction, real-world integration lessons, or empirical studies on regime shifts and their portfolio implications. Submissions are reviewed for editorial fit and adherence to our reproducibility requirements. If you have a topic to propose, please reach out via the contact page and include a short abstract and any supporting datasets or notebooks you can share for vetting.