A four-page abbreviation of the Core Quantitative Market Review, published free each month: factor decile spreads, cross-sectional dispersion, volatility regime, and correlation structure. Screening output and the full methodology appendix are reserved for subscribers.
What the cross-section did in August 2026: factor decile spreads, a 95th-percentile dispersion month, the volatility regime, and the correlation structure of U.S. equities. Data through 2026-08-31.
Read the note (PDF)Published in the first week of each month.
Published in the first week of each month.