30-years ago it was considered irresponsible to use a market timing strategy to try and outperform the S&P 500. In recent years as investors have started to gain increased levels of access to historical data and the tools to develop effective trading models, it might now be considered irresponsible to not use a market timing strategy.

At least that’s what famed investor and gambler Blair Hull believes, and his recent study on building a market timing strategy that predicts future returns, proves exactly that. Read more »


We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year.

Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be used as part of a diversified portfolio. Read more »


I’ve been doing some work on volatility products and I’m particularly interested in finding long volatility strategies.

Unfortunately, there are several reasons why betting on volatility going up is difficult:

  1. Stock markets tend to go up and volatility tends to drop.
  2. Volatility products that track the VIX suffer from time decay.
  3. Macroeconomic factors and central banks work to reduce volatility.

Read more »