Cross-Asset Trend Factor for Bonds
XTREND, a proposed cross-asset trend factor, uses machine learning to predict corporate bond returns using equity market data, showing resilience in various market conditions.
Featured in No. 89 on 20 Mar 2025 · 4 days after release
- Released
- 16 Mar 2025
- First featured
- No. 89 · 20 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 5181153
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