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|Larry Swedroe, Research Insights, 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 [...]
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 [...]