DIY Asset Allocation Weights: November 2019
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 [...]
DIY Asset Allocation Weights: October 2019
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 [...]
Do Investors Focus Too Much on Price-Only Returns?
Reconsidering Returns Samuel M Hartzmark, David H. SolomonA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]
DIY Asset Allocation Weights: September 2019
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 [...]
DIY Asset Allocation Weights: August 2019
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 [...]
Momentum, Quality, and R Code
Welcome to the first installment of Reproducible Finance by way of Alpha Architect. For the uninitiated, this series is a bit different than the other [...]
DIY Asset Allocation Weights: July 2019
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 [...]
DIY Asset Allocation Weights: June 2019
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 [...]
Democratize Quant 2019 Recap
We did it. We democratized quant for one more year. Last year, we suffered through a 50% drawdown in attendance due to a perfectly timed [...]
DIY Asset Allocation Weights: May 2019
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 [...]
Factor Investing is Simple, But Not Easy (Video)
We are creating a series of long-form educational videos that present materials often covered in our white papers. The intent of these videos is make [...]
Pitfalls When Assessing Market-Timing Strategies
Consider a market-timing strategy which supposedly predicts the direction of the stock market trend. Such a strategy generates Buy and Sell signals. A Buy signal [...]
If you had to do a trend following strategy, what would it be and why?
The topic of this blog post was inspired by Wes, who said the following: Valeriy, you have done more formal academic research on trend-following than [...]
Does Financial Education Actually Improve Outcomes? It’s Complicated.
The Causal Mechanism of Financial Education: Evidence from Mediation Analysis Fenella Carpena and Bilal ZiaA version of this paper can be found hereWant to read our [...]
DIY Asset Allocation Weights: February 2019
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
DIY Asset Allocation Weights: January 2019
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
DIY Asset Allocation Weights: December 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
DIY Asset Allocation Weights: November 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
DIY Asset Allocation Weights: October 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]
DIY Asset Allocation Weights: September 2018
Do-It-Yourself tactical asset allocation weights for the Robust Asset Allocation Index are posted here.[ref] Create a free account here if you want to access the site directly. The [...]