Loading...

Women In ETFs Fireside Chat: Event Video Footage

By |2019-03-25T10:30:49-04:00March 25th, 2019|Compound Your Knowledge, Podcasts and Video, Women in Finance Know Stuff, Media, Interviews|

We were honored when Lauren Davis asked if we would host the Women in ETFs event at AA Global Headquarters (i.e. my house). The event was jam packed and we had 60+ people in attendance. [...]

Why the Size Premium Should Persist

By |2019-03-19T14:08:06-04:00March 20th, 2019|Research Insights, Factor Investing, Larry Swedroe, Size Investing Research|

As the chief research officer for Buckingham Strategic Wealth and The BAM Alliance, I’m often asked, after any asset class or factor experiences a period of poor performance, if the historical outperformance of stocks with [...]

Industry Insiders Can Outperform the Market

By |2019-03-18T10:16:07-04:00March 18th, 2019|Basilico and Johnsen, Academic Research Insight|

Industry Familiarity and Trading: Evidence from the Personal Portfolios of Industry Insiders Itzhak Ben-David, Justin Birru and Andrea Rossi Journal of Financial Economics, forthcoming A version of this paper can be found here Want to read our [...]

Factor Investing in Practice

By |2019-03-14T08:21:47-04:00March 14th, 2019|Research Insights, Factor Investing, Academic Research Insight, Value Investing Research, Size Investing Research|

Factor Investing from Concept to Implementation Eduard van Gelderen, Joop Huij, and Georgi KyosevWorking paperA version of this paper can be found here[ref]hat tip to Art Johnson for mentioning this paper![/ref] What are the research questions? [...]

Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis

By |2019-03-12T10:16:04-04:00March 12th, 2019|Book Reviews|

R is a programming language that owes it's lineage to S, a language designed in it's own developers words, "to turn ideas into software,  quickly and faithfully."[ref]Chambers, John M (1998). Programming with Data: A Guide [...]

Low Volatility Turnover with Value and Momentum

By |2019-03-11T10:56:52-04:00March 11th, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|

Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

Seven Centuries of Commodity Reversals

By |2019-03-05T09:14:25-04:00March 8th, 2019|Research Insights, Factor Investing, Managed Futures Research|

Seven Centuries of Commodity Reversals Adam Zaremba, Robert Bianchi, and Matuesz MikutowskiA version of this paper can be found here. What are the research questions? As the asset pricing research on the "very long-run" has been [...]

Sector Business Cycle Analysis

By |2019-03-04T10:34:50-04:00March 7th, 2019|Research Insights, Tactical Asset Allocation Research, Macroeconomics Research|

There are different investment approaches to identify sector winners and losers, such as price momentum strategies, top down approach based on specific macroeconomic indicators or bottom-up approaches to identify sectors with improving fundamentals. One widely [...]

Using Flexible Spending to Achieve Financial Goals

By |2019-03-04T08:04:31-04:00March 5th, 2019|Financial Planning, Guest Posts, Tactical Asset Allocation Research|

Financial planning and specifically portfolio "safe" withdrawal rates are often viewed and analyzed from the perspective of rigid rules that can't be broken - i.e., you will take an inflation adjusted 4% of starting portfolio [...]

Day of the Week Matters for Some Anomalies

By |2019-03-04T10:09:37-04:00March 4th, 2019|Basilico and Johnsen, Academic Research Insight|

Day of the Week and the Cross-Section of Returns Justin BirruJournal of Financial Economics, forthcomingA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Low Volatility Can Be Low Turnover

By |2019-02-25T08:57:46-04:00February 25th, 2019|Research Insights, Basilico and Johnsen, Low Volatility Investing|

Low Volatility Needs Little Trading Pim van Vliet Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight [...]

Compound Your Knowledge Episode 6: Trend Following and HFs

By |2019-02-25T07:47:19-04:00February 25th, 2019|Compound Your Knowledge, Research Insights, Trend Following, Media|

In today's video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy's responses, [...]

If you had to do a trend following strategy, what would it be and why?

By |2019-02-22T10:28:43-04:00February 22nd, 2019|Research Insights, Trend Following, Introduction Course|

The topic of this blog post was inspired by Wes, who said the following: Valeriy, you have done more formal academic research on trend-following than anyone I know...Skepticism aside, let's I forced you to pick [...]

Trend-Following: A Decade of Underperformance

By |2019-02-20T00:29:24-04:00February 20th, 2019|Research Insights, Trend Following|

Everyone in finance remembers 2008--the Global Financial Crisis. Yes, I know, the final downward movement in the stock market was in early 2009. However, many remember 2008 as the year of the crisis. So now [...]

Live in Portland, Calgary, Kansas City, or Chicago? Holla!

By |2019-02-19T12:29:53-04:00February 19th, 2019|Research Insights, Business Updates|

Readers: We'll be visiting the following locations in the near future: 2/26 to 3/1: Portland/Calgary area Wes/Ryan/BrandonWes is speaking at a small conference:Sign up here: https://www.talluscapital.com/events3/4 to 3/6: Kansas City and ChicagoJack/Ryan As a reminder, you [...]

Compound Your Knowledge Episode 5: Size & Value

By |2019-02-19T08:42:52-04:00February 19th, 2019|Research Insights, Weekly Research Recap Videos, Size Investing Research|

In today’s video, we examine two posts from last week. First, we examine Wes' post on the Size factor. Second, we examine a paper by Tommi examining the distribution of Size and Value returns over [...]

This website uses cookies and third party services. Settings Ok

Cookies

We use “cookies” on this site. A cookie is a piece of data stored on a site visitor’s hard drive to help us improve your access to our site and identify repeat visitors to our site. For instance, when we use a cookie to identify you, you would not have to log in a password more than once, thereby saving time while on our site. Cookies can also enable us to track and target the interests of our users to enhance the experience on our site. Usage of a cookie is in no way linked to any personally identifiable information on our site. Some of our business partners may use cookies on our site (for example, advertisers). However, we have no access to or control over these cookies.

Embedded Content

Articles on this Site may include embedded content (e.g. videos, images, articles, etc.). Embedded content from other websites behaves in the exact same way as if the visitor has visited the other website.These websites may collect data about you, use cookies, embed additional third-party tracking, and monitor your interaction with that embedded content, including tracking your interaction with the embedded content if you have an account and are logged in to that website.