Active investment management’s weekly magazine for fee-based advisors

Rob Hanna

Rob Hanna is president of Hanna Capital Management LLC and founder of Quantifiable Edges. In 2012, he founded Overnight Edges, which in 2014 merged with Master the Gap to become InvestiQuant, where he serves as vice president of Research. A Boston College alum, Mr. Hanna lives and works in Massachusetts.

Understanding ‘crisis correlation risk’

It is widely accepted that a diversified portfolio is less prone to suffer large drawdowns than a portfolio that shows high concentration. But few investors realize that simple diversification among asset classes is not enough. During times of stress,...

An examination of the ‘Death Cross’

Anotable bit of action that occurred on August 28, 2015, was that the 50-day moving average (50ma) of the SPX closed below its 200-day moving average (200ma). This is often referred to as a “Death Cross.” (When the 50ma is above the 200ma, it is a...

Market ‘truths’ subject to change

There are many tools traders can utilize to gain an edge. Fundamentals, technical indicators, sentiment, and seasonality are examples of the kinds of tools that traders may use to identify opportunities. All of them can provide value. And with regard to...

The quantifiable edge of ‘Fed Days’

Many traders recognize the influence that the Fed and its policies have on the stock market. Fed member press conferences are highly watched and scrutinized as traders look to interpret snippets and reposition their portfolios to take advantage of...