Alpha Architect

Smarter in 10 Minutes with Matt Topley

By Matt Topley|December 3rd, 2021|Smarter in 10 Minutes, Guest Posts|

Time to get smarter in less than 10 minutes.

Welcome to our weekly series, "Smarter in 10 Minutes." This weekly series is aligned with our mission to empower investors through education and is curated by Matt Topley, a 25yr+ vet in the business who currently runs Lansing Street Advisors.

Matt wakes up "Jocko style" every morning and shoots out a daily newsletter (I'm a loyal reader!). The weekly "Smarter in 10 Minutes" is a lower frequency version of his daily newsletter.

Should We Never Invest in Individual Stocks?

By Lloyd Everhart|November 26th, 2021|Research Insights, Guest Posts, Academic Research Insight, Behavioral Finance|

Due to the surprising headline that treasury bills seemingly outperform stocks, practitioners are starting to ask: Should I invest in individual stocks?

Using Machine Learning to Predict Options Returns

By Mathis Moerke|November 4th, 2021|Options, Research Insights, Guest Posts, Academic Research Insight, AI and Machine Learning|

Option Return Predictability with Machine Learning and Big Data Bali, Beckmeyer, Moerke, WeigertA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Relative Sentiment and Market Returns

By Raymond Micaletti|August 12th, 2021|Relative Sentiment, Research Insights, Guest Posts, Academic Research Insight, Other Insights|

Market Returns and A Tale of Two Types of Attentions Da, Hua, Hung, and PengA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

How to NOT Sound like a Washing Machine Salesman on LinkedIn

By Sara Grillo|June 15th, 2021|Guest Posts, Investment Advisor Education, Other Insights|

I’m constantly hearing from financial advisors who are getting nowhere on LinkedIn, despite having invested considerable time and money. In this post, I'll provide some guidance on how to avoid sounding like the typical (boring) [...]

Selling a Business? Here are 8 Ways to Minimize Your Taxes:

By Adam Tkaczuk|June 8th, 2021|Research Insights, Guest Posts, 1042 QRP Solutions, Tax Efficient Investing|

When an owner sells their business, the IRS and state taxing authorities will be there to take as much of it as they lawfully can. This one sale can lead to the largest tax payment [...]

This Time is Different? Consider Quantifying Subjective Priors

By David Primer|June 4th, 2021|Empirical Methods, Research Insights, Academic Research Insight, Guest Posts, Behavioral Finance|

This time is different. --John Templeton "This time is different," is a sentiment that leads many investors to stray from using data analysis in their investment decision process and more towards discretionary judgment. The logic [...]

Are Ben Graham’s Disciples Value and Quality Factor Investors?

By Lloyd Everhart|May 19th, 2021|Research Insights, Factor Investing, Guest Posts, Other Insights, Value Investing Research|

I examine the performance records of performance of Ben Graham's well-known disciples: Walter Schloss, Tom Knapp, Warren Buffett, Bill Ruane, Charlie Munger, Rick Guerin, and Stan Perlmeter. The research question I seek to address is [...]

Fixed income when you’re between a rock and a hard place — Part 2/2

By Ward Bortz|May 13th, 2021|Research Insights, Factor Investing, Guest Posts, Fixed Income|

Part 2: From understanding factors to solving investor problems In Part 1, we defined fixed income factors. But factors alone will not solve each investor’s problem. Below, we extend the discussion by walking through a [...]

Text-Based Factor Investing

By Kai Wu|May 6th, 2021|Research Insights, Factor Investing, Guest Posts, AI and Machine Learning|

Part 1: The End of Accounting This is the first part of a series of guest posts by Kai Wu, the CIO & Founder of Sparkline Capital. The Factor Zoo As readers of Alpha Architect’s [...]

Market Timing Using Aggregate Equity Allocation Signals

By Raymond Micaletti|April 29th, 2021|Research Insights, Guest Posts, Academic Research Insight, Tactical Asset Allocation Research|

When it comes to predicting long-term equity returns, several well-known indicators come to mind—for example, the CAPE ratio, Tobin’s Q, and Market Cap to GDP, to name a few. Yet there is another indicator without [...]

It Starts with Freedom

By Perth Tolle|April 13th, 2021|ESG, Guest Posts, ETF Investing|

A few years ago, before launching our freedom-weighted emerging markets index, I was in a coffee shop where I overheard a group of students talking at the next table. They were anxious about an upcoming [...]

Trend-Following Filters – Part 3

By Henry Stern|April 8th, 2021|Research Insights, Trend Following, Guest Posts, Other Insights|

Introduction This is the third article in a series of three, the first two are available here and here. Those articles focus on examining from a digital signal processing (DSP) perspective[ref]For background information on DSP, [...]

Fixed Income when you’re Between a Rock and a Hard Place – Part 1/2

By Ward Bortz|March 31st, 2021|Factor Investing, Research Insights, Guest Posts, Other Insights, Fixed Income|

Figure 1: Investors are between a rock and a hard place.Source: Getty Images. Invesco. Investors are stuck between a rock and a hard place. On one hand, it is painful to buy bonds that deliver [...]

A Review of Ben Graham’s Famous Value Investing Strategy: “Net-Nets”

By Gaurang Merani, CPA|January 26th, 2021|Research Insights, Factor Investing, Guest Posts, Academic Research Insight, Value Investing Research|

Benjamin Graham, often considered a strong candidate for "the father of quantitative value investing", developed an investment strategy that involved purchasing securities for less than their “current-asset value”, “a rough index of the liquidating value”. [...]

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