A Simple Analysis of 2018 U.S. Factor Returns
By Jack Vogel, PhD|January 4th, 2019|Factor Investing, Research Insights|
As the year turns, a common practice is to assess [...]
DIY Asset Allocation Weights: January 2019
By Wesley Gray, PhD|January 2nd, 2019|Index Updates, Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Why and How Investors use ESG Information
By Tommi Johnsen, PhD|January 2nd, 2019|Research Insights, Basilico and Johnsen, Academic Research Insight|
Why and How Investors Use ESG Information: Evidence from a [...]
Discipline: A Necessary Condition for Successful Investing
By Larry Swedroe|December 31st, 2018|Larry Swedroe, Research Insights, Guest Posts, Behavioral Finance|
A good friend, Sherman Doll, related the following story. Sherman [...]
Warren Buffett is Wrong About Options (Except)
By Jonathan Seed|December 28th, 2018|Research Insights, Guest Posts, Tactical Asset Allocation Research|
Warren Buffett sold long-dated, deep out of the money puts [...]
Is Active Alpha Enough to Cover Taxes?
By Larry Swedroe|December 26th, 2018|Research Insights, Larry Swedroe, Tax Efficient Investing|
Each time S&P Dow Jones Indices publishes its latest Active [...]
Alpha Architect Weekly Recap: Editorials on Machine Learning
By Jack Vogel, PhD|December 21st, 2018|Research Insights, AI and Machine Learning, Weekly Research Recap Videos|
You can watch the video via this link: https://www.youtube.com/embed/tVwwZ1-bThI [...]
Machine Learning Classification Methods and Factor Investing
By Druce Vertes|December 21st, 2018|Research Insights, AI and Machine Learning, Momentum Investing Research|
In the last post in our machine learning series, we [...]
Book Blowout for Christmas
By Wesley Gray, PhD|December 21st, 2018|Uncategorized|
Our three quant finance books are up on Amazon at [...]
Data Science is Revolutionizing Investment Practice
By Wesley Gray, PhD|December 18th, 2018|Basilico and Johnsen, Academic Research Insight|
Order from Chaos: Data Science is Revolutionizing Investment Practice Joseph [...]