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 [...]
Our Introduction to Alpha Architect Video
The video maps out our mission, our core beliefs, and explains what we are trying to accomplish in the asset management business.
Maximum Drawdown Excel VBA Code
TKA readers, I've been thinking a lot about drawdowns recently. In fact, I was thinking so hard about them I wrote a paper with Jack [...]
Merry Christmas with Mean-Variance-Analysis
We are going to try and post a video once every month. The intent is to democratize quant and train our audience to harness basic [...]
How to calculate 3-factor (Fama-French) and 1-factor (CAPM) alpha
Wow, Turnkey Analyst and I have been buried at Turnkey Analyst working on a variety of research projects and hanging out with our families over [...]