Academic Insights & Research Blog

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A Smarter CAPE Ratio to Better Forecast Expected Stock Returns

By Tommi Johnsen, PhD|June 18th, 2018|Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

The 52 Week High and the Q-Factor Investment Model

By Jack Vogel, PhD|June 14th, 2018|Factor Investing, Research Insights, Momentum Investing Research|

Commodities for the Long Run

By Wesley Gray, PhD|June 11th, 2018|Basilico and Johnsen, Academic Research Insight|

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|

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|

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|

DIY Asset Allocation Weights: June 2018

By Wesley Gray, PhD|June 1st, 2018|Tool Updates|

Factor Regressions Problems and How to Fix Them

By Jack Vogel, PhD|June 1st, 2018|Factor Investing, Research Insights, Value Investing Research|

Sharpening the Arithmetic of Active Management

By Wesley Gray, PhD|May 31st, 2018|Research Insights, Active and Passive Investing|

Style Investing in Fixed Income

By Wesley Gray, PhD|May 29th, 2018|Basilico and Johnsen, Academic Research Insight|

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