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DIY Asset Allocation Weights: November 2020

By |2020-11-02T18:26:46-05:00November 3rd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: October 2020

By |2020-10-01T17:18:45-04:00October 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: September 2020

By |2020-09-02T10:15:34-04:00September 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: August 2020

By |2020-08-04T08:29:05-04:00August 4th, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: July 2020

By |2020-07-02T10:04:17-04:00July 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

Time Series Momentum: Theory and Evidence

By |2020-06-30T11:07:47-04:00June 30th, 2020|Trend Following, Trend-Following Course, Introduction Course|

Time Series Momentum in the US Stock Market: Empirical Evidence and Theoretical Implications Valeriy Zakamulin and Javier GinerWorking paper, University of Agder and University of La LagunaA version of this paper can be found here [...]

DIY Asset Allocation Weights: June 2020

By |2020-06-02T10:16:59-04:00June 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

Free Tool Announcement: Visualizing Unemployment Claims

By |2020-05-29T09:32:43-04:00May 29th, 2020|Tool Updates, Investor Education, Macroeconomics Research|

Our friend Jonathan Regenstein, over at http://www.reproduciblefinance.com/, convinced me that using R would be a great way to build web applications that would help us fulfill our mission to empower investors through education. We are [...]

Academic Finance Research Galore. WFA Sessions Announced

By |2020-05-13T15:27:59-04:00May 13th, 2020|Research Insights, Conferences|

Attention all finance geeks. The latest and greatest from academic researchers is available for all to review. The WFA recently released their sessions. WFA is one of the more prestigious academic conferences and papers presented [...]

DIY Asset Allocation Weights: May 2020

By |2020-05-04T09:23:10-04:00May 4th, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

How to Compute Active Share

By |2020-04-21T18:52:36-04:00April 21st, 2020|Compound Your Knowledge, Research Insights, Podcasts and Video, Media, Academic Research Insight, Tool How-To-Guides, ETF Investing|

In the short video below, I show how to compute Active Share. The accompanying excel file with the formulas can be found here. I start by computing the active share for two hypothetical funds, and [...]

Attention Data Geeks: Our Factor Investing Data Library is Open

By |2020-04-17T11:45:42-04:00April 17th, 2020|Research Insights, Tool Updates|

Are you doing independent factor research? Have you spent countless hours on Ken French's website? Do you run factor regressions for "fun"? Congrats -- you are officially a finance geek and you will probably benefit [...]

Daily vs. Monthly Trend-Following Rules…Plus Some DIY Tools!

By |2020-04-07T08:35:19-04:00April 7th, 2020|Trend Following, Trend-Following Course, Introduction Course|

Trend-following strategies are a lot like stock-picking strategies -- there are endless approaches and varying levels of complexity. In this short piece, we explore the decision related to implementing basic trend-following strategies on either a [...]

DIY Asset Allocation Weights: April 2020

By |2020-04-01T09:53:44-04:00April 1st, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: March 2020

By |2020-03-02T14:09:15-05:00March 2nd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

DIY Asset Allocation Weights: February 2020

By |2020-02-03T14:02:02-05:00February 3rd, 2020|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

Visualization Sector Trends with R Code

By |2020-01-23T11:52:41-05:00January 23rd, 2020|Reproducible Finance, Research Insights, Trend Following, Tool How-To-Guides, Momentum Investing Research|

Welcome to a year-end installment of Reproducible Finance with R, a series posts that will be a little bit different from the norm on Alpha Architect (see here for my last post). We will search [...]

Top 5 Most Interesting Papers from the Annual Finance Geek Fest

By |2020-01-06T18:24:33-05:00January 14th, 2020|Research Insights, Conferences|

The American Finance Association Annual Meetings have now come and gone (here is information on the broader conference). The conference was in sunny San Diego this year and I'm told it did not disappoint!I wasn't able [...]

DIY Asset Allocation Weights: December 2019

By |2019-12-02T14:37:45-05:00December 2nd, 2019|Index Updates, Research Insights, Tool Updates, Tactical Asset Allocation Research|

Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here. (Note: free registration required) Request a free account here if you want to access the site directly. Exposure Highlights (bold implies [...]

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