Market data:

Portfolio Engineering

Activetrader Magazine publishes a piece by THALASSA CAPITAL's Chief Investment Officer Davide Accomazzo on new techniques for portfolio construction, you can read the complete article here:

Modern Portfolio Theory universe 

Sector Rotation Models

ActiveTrader Magazine publishes an article by THALASSA CAPITA's Chief Investment Officer Davide Accomazzo on the academic research available in regards to sector rotation and momentum models.  Please click here for the story: Read the article