How to Evaluate Multi-Asset Strategies
By Wesley Gray, PhD|February 20th, 2018|Basilico and Johnsen, Academic Research Insight|
Evaluating Multi-Asset Strategies K. Stuart Peskin Journal of Portfolio Management, special [...]
Pat Cleary, our CCO, will be at the TradersEXPO in NYC on February 25th
By Wesley Gray, PhD|February 14th, 2018|Business Updates|
Pat Cleary, our CCO/COO and former Marine Captain, will be [...]
Short Sellers Profitably Trade Prior to Credit Rating Agency Announcements
By Tommi Johnsen, PhD|February 12th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Are Short Sellers Informed? Evidence from Credit Rating Agency Announcements [...]
Book Review: Thinking in Bets: Making Smarter Decisions When You Don’t Have All the Facts
By David Foulke|February 9th, 2018|Book Reviews|
Behavioral psychology is going mainstream in American culture, from Michael [...]
Time Series Momentum (aka Trend-Following): A Good Time for a Refresh
By Larry Swedroe|February 8th, 2018|Research Insights, Trend Following, Momentum Investing Research, Managed Futures Research|
Similar to some better-known factors like size and value, time-series [...]
The End of 60/40? The Case for Diversified Value, Momentum, and Carry Risk Exposures
By Wesley Gray, PhD|February 6th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight|
Hobbled by Benchmarks Mike Aked, Rob Arnott, Omid Shakernia, Jonathan [...]
Podcast: Behavioral Finance and the Future of the Asset Management Business (Wes)
By Wesley Gray, PhD|February 6th, 2018|Podcasts and Video|
Here is a link to our podcast on Behind the [...]
Alpha Architect in Scottsdale AZ Talking ESOP Strategy — Give us a Shout!
By Wesley Gray, PhD|February 6th, 2018|Business Updates|
Doug Pugliese, the Alpha Architect resident expert on all things [...]
Most Incredible Quant Finding in Twenty Years!
By Wesley Gray, PhD|February 5th, 2018|Business Updates|
Photo by Mathew Schwartz on Unsplash Fly Eagles [...]
Value and Momentum Factors in Fixed Income
By Andrew Miller|February 2nd, 2018|Guest Posts|
Smart beta (or factor investing) seems to be the product [...]