The Future for Factor Investing May Be Different Than its Backtested Past
By Maneesh Shanbhag|June 8th, 2018|Factor Investing, Research Insights, Value Investing Research, Momentum Investing Research, Uncategorized|
We believe there are cause and effect relationships in the [...]
Machine Learning for Financial Market Prediction — Time Series Prediction With Sklearn and Keras
By Druce Vertes|June 5th, 2018|Research Insights, AI and Machine Learning|
Recently, Wes pointed me to this interesting paper by David [...]
The Inconsistent Performance of Value and Size Factors in the Chinese A-Share Market
By Tommi Johnsen, PhD|June 4th, 2018|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Size Investing Research|
Fama–French in China: Size and Value Factors in Chinese Stock [...]
DIY Asset Allocation Weights: June 2018
By Wesley Gray, PhD|June 1st, 2018|Tool Updates|
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation [...]
Factor Regressions Problems and How to Fix Them
By Jack Vogel, PhD|June 1st, 2018|Factor Investing, Research Insights, Value Investing Research|
Factor Regressions are one way to ascertain a fund's exposure [...]
Sharpening the Arithmetic of Active Management
By Wesley Gray, PhD|May 31st, 2018|Research Insights, Active and Passive Investing|
For many investors, the superiority of passive investing over active [...]
Style Investing in Fixed Income
By Wesley Gray, PhD|May 29th, 2018|Basilico and Johnsen, Academic Research Insight|
Style Investing in Fixed Income Jordan Brooks,Diogo Palhares, Scott Richardson [...]
Investor Attention and the Low Volatility Anomaly
By Larry Swedroe|May 24th, 2018|Research Insights, Low Volatility Investing, Active and Passive Investing|
One of the big problems for the first formal asset [...]
What to do with Underperforming Investments? Assessment via Bayesian Inference
By Joni Keski-Rahkonen|May 22nd, 2018|Guest Posts|
Assume you made a decision to invest in an active [...]
Technical Analysis in the Chinese Stock Market: Does it Work?
By Tommi Johnsen, PhD|May 21st, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese [...]