Tool Updates

Academic Factor Exposure Versus Fund Factor Exposure

By |2019-02-06T10:18:27-05:00April 26th, 2017|Factor Investing, Tool Updates|

Tomorrow I'll be sitting with Pat O'Shaughnessy and Ben Johnson to discuss "Straight Talk About Smart Beta." Here is a link to the big Morningstar event. In preparation for our discussion we were spitballing ideas [...]

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

By |2017-08-18T16:52:56-04:00April 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 [...]

DIY Asset Allocation Weights: March 2017

By |2017-12-05T12:24:58-05:00March 2nd, 2017|Tool Updates, Investor Education|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account. Strategy Date Domestic Value Domestic Mom Int'l. Value [...]

Alpha Architect 2 for 1 book deal — cheap summer reading!

By |2017-08-18T17:10:43-04:00August 9th, 2016|Book Reviews, Tool Updates|

Readers: We know a lot of you are out on vacation in August and probably having the time of your life (eg., see below). But just because you are on vacation, doesn't mean you should stop [...]

DIY Asset Allocation Weights: July 2016

By |2017-08-18T17:06:36-04:00July 11th, 2016|Tool Updates, Uncategorized|

Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account.   Exposure Highlights: Full exposure to domestic equities. Full exposure [...]