Tag Archives: Quantitative Strategy

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Buy Quality Assets on Dip, Not Junk: Cumberland’s Kotok (Radio-Podcast)

Author: David R. Kotok, Post Date: February 27, 2020
Cumberland Advisors on Bloomberg Radio

Buy Quality Assets on Dip, Not Junk: Cumberland’s Kotok (Radio-Podcast) February 27, 2020 David Kotok, Chairman & Chief Investment Officer at Cumberland Advisors, with his market outlook and whether he’s buying the selloff. Hosted by Lisa Abramowicz and Paul Sweeney. Show notes: Q: David, what is your sense on a day like today? Would you […]

The ETF Experience – Phil Bak joins David Kotok for conversation during Inside ETFs (Radio-Podcast)

Author: David R. Kotok, Post Date: February 25, 2020
The ETF Experience - David Kotok - Cumberland Advisors

The ETF Experience – Phil Bak joins David Kotok for conversation during Inside ETFs (Radio-Podcast) Show notes: Phil Bak sits down with David Kotok for an outdoor conversation during the Inside ETFs 2020 conference. They talk about David’s career, investment principles, Cumberland Advisors, and the state of the economy. Conversation highlights include: Launching Cumberland just […]

Cumberland Advisors Market Commentary – Turkey & Trump

Author: David R. Kotok, Post Date: October 19, 2019
David R. Kotok

Here is an updated report from Al Jazeera on the Turkey ceasefire and related developments. While it reflects network leanings, they are much different from the CNN-Fox distortions, and more facts may often be gleaned. https://www.aljazeera.com/news/2019/10/turkey-military-operation-syria-latest-updates-191017051518215.html Next we have the presidential tweeter’s self-proclaimed brilliance, hard on the heels of Pence and Pompeo’s trip to Ankara […]

Leveraged ETFs

Author: Leo Chen, Ph.D., Post Date: November 14, 2018
Cumberland Advisors Market Commentary - Leo Chen, Ph.D.

Our quantitative strategy at Cumberland Advisors is a trading model that combines fundamental indicators and quantitative analysis into a binary output – either fully invested or all in cash. The strategy trades the S&P 500 in two versions: unleveraged and leveraged. Specifically, the leveraged portfolio uses a leveraged ETF as our vehicle to track 3X […]

Causality

Author: Leo Chen, Ph.D., Post Date: June 11, 2018
Cumberland Advisors Market Commentary - Leo Chen, Ph.D.

On day 1 our econometrics professor warned us to be careful with correlation: A strong correlation doesn’t necessarily mean causality. This is the case with the VIX. It’s closely related to the S&P 500 with a negative correlation, but the relationship may not be causal. I will never forget the example our professor gave us: […]