Hull Tactical Releases New Academic Paper

CHICAGO, Dec. 6, 2024 /PRNewswire/ -- The Hull Tactical team is proud to announce the release of its latest academic paper, Micro Alphas, co-authored by Blair Hull, Petra Bakosova, Francois Cocquemas, Euan Sinclair, and Petri Fast. This paper introduces a novel framework for leveraging weak but collectively informative predictive signals—referred to as "micro alphas"—to enhance equity risk premium predictions.

This innovative approach leverages elastic net modeling and feature selection to uncover dynamic patterns in financial markets, potentially outperforming traditional benchmarks with superior risk-adjusted returns. Particularly effective during elevated market volatility, the model demonstrates the potential to capitalize on inefficiencies overlooked by conventional strategies.

"This research addresses the common objections to market-timing, showing that even weak signals, when effectively aggregated, can provide significant predictive power," said Hull Tactical Chief Executive Officer and co-author Petra Bakosova.

To read the full paper, visit: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5035294

About Hull Tactical

Hull Tactical (HTAA, LLC) is a Registered Investment Advisor founded in 2013 focusing on quantitative asset management. The firm's approach focuses on blending diverse predictive signals into cohesive models that adapt dynamically to changing market conditions, aiming to deliver consistent, risk-adjusted returns. HTAA is committed to evolving its strategies through cutting-edge research and the use of sophisticated data science tools to refine portfolio management.

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