A Protocol to Prevent “Quants Gone Wild”
By Wesley Gray, PhD|December 17th, 2018|Academic Research Insight, AI and Machine Learning|
A Backtesting Protocol in the Era of Machine Learning Rob [...]
Alpha Architect Weekly Recap: Value Performance & ETFs’ impact on correlations & liquidity
By Jack Vogel, PhD|December 17th, 2018|Research Insights, Weekly Research Recap Videos|
You can watch the video via the link below: https://www.youtube.com/embed/QaFK9GuUB5o [...]
After a Lost Decade, Will Value Get its Groove back in 2019?
By Matthew Bartolini|December 11th, 2018|Factor Investing, Research Insights, Value Investing Research|
Borne in academia and raised by fund managers seeking to [...]
ETFs Have NOT Screwed Up Correlations, Liquidity, and Alpha Opportunities
By Wesley Gray, PhD|December 10th, 2018|Basilico and Johnsen, Academic Research Insight|
The Impact of Flows into Exchange Traded Funds: Volumes and [...]
Alpha Architect Weekly Recap: Trend-Following, Portfolios, and Risk Factors
By Jack Vogel, PhD|December 7th, 2018|Research Insights|
You can watch the video via the link below: [...]
Trend Following on Steroids
By Wouter Keller|December 7th, 2018|Research Insights, Trend Following, Guest Posts|
Trend following is well-known and the simplest version is as [...]
How to Use Trend Following within a Portfolio
By Jack Vogel, PhD|December 4th, 2018|Research Insights, Trend Following|
A question we have been receiving recently is the following: [...]
Measuring Factor Exposures: Uses and Abuses
By Tommi Johnsen, PhD|December 3rd, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight|
Measuring Factor Exposures: Uses and Abuses Ronen Israel and Adrienne [...]
DIY Asset Allocation Weights: December 2018
By Wesley Gray, PhD|December 3rd, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Alpha Architect Weekly Recap: FAs and the Global Market Portfolio
By Jack Vogel, PhD|December 1st, 2018|Research Insights, Weekly Research Recap Videos|
You can watch the video via the link below: This [...]