How to Compute Active Share

By |April 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 [...]

Visualization Sector Trends with R Code

By |January 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 [...]

Momentum, Quality, and R Code

By |July 11th, 2019|Reproducible Finance, Research Insights, Factor Investing, Tool How-To-Guides, Momentum Investing Research|

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 stuff on AA - we'll focus on writing clean, reproducible [...]

Visual Active Share: A Tool to Help Investors Make Better Decisions

By |April 6th, 2017|Research Insights, Factor Investing, Tool How-To-Guides, Tool Updates, Investor Education, Value Investing Research, Momentum Investing Research|

We've talked extensively about the concepts of active share and active fee, which aren't flawless metrics, but they have elevated the discussion around identifying and understand the closet indexing phenomenon. To be clear, closet indexing [...]

Our Free Tools Are Updated: Do-It-Yourself Investors Unite

By |July 13th, 2015|Tool How-To-Guides|

Readers: We've updated the technology behind our free tools for financial professionals. Unfortunately, this took a long time, but now that we've developed the framework, we'll be able to launch new and better tools in the [...]

Go to Top