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Portfolio Rebalancing Research: Momentum and Tolerance Bands

By | 2017-08-18T16:59:21+00:00 May 31st, 2017|Uncategorized|

If you are looking for research on stock selection, you're in luck -- the research is everywhere and has arguably been overdone. Get started with Moon Cycles & Stock Market Returns and The Congressional Calendar & Stock Market [...]

Current Research on How ETFs Can Affect Financial Markets

By | 2017-08-18T17:07:46+00:00 April 25th, 2017|Uncategorized|

We've heard a lot of questions recently from clients and readers regarding how ETFs might affect financial markets. The short answer is "nobody knows." The long answer is researchers are trying to figure it all [...]

A really cool paper (and graphic) on ETFs

By | 2017-08-18T17:11:17+00:00 December 8th, 2016|Uncategorized, ETF Investing|

Zahi Ben-David has an excellent new summary paper on the state of academic research on exchange traded funds with colleagues Rabih Moussawi and Francesco Fanzoni.[ref]We focused on Zahi for this interview, but Rabih and Francesco have some wonderful [...]

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Earth to Passive Investors: Lunch is Never Free.

By | 2017-08-18T17:05:54+00:00 November 7th, 2016|Uncategorized, Tactical Asset Allocation Research, Active and Passive Investing, Macroeconomics Research|

Imagine the following scenario: A strategy that outperforms everything. An ability to scale the strategy at no costs. A beating drum highlighting the infallible logic of the strategy. And the best part is this strategy [...]

Active, Irregular Day in the Stock Market–What Else is New?

By | 2017-08-18T17:10:51+00:00 September 29th, 2016|Uncategorized|

A news article from September 29, 2016 -- 100 years ago, today. The lead article of the Evening Star highlights that there was an "active, irregular day in the stock market." The article is followed by commentary [...]

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March for the Fallen. Come Join the Alpha Architect Team!

By | 2017-08-18T17:01:05+00:00 August 26th, 2016|Business Updates, Uncategorized|

Looking for a great challenge on a Saturday morning on September 24th? Come join some members of the Alpha Architect team and our tribe of friends/clients when we take part in the “March for the Fallen” on Saturday, September [...]

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Asset Pricing with–and without–garbage.

By | 2017-08-18T17:09:57+00:00 August 12th, 2016|Uncategorized, Macroeconomics Research|

If you are into consumption-based asset pricing theory and the associated empirical attempts to reconcile the theory with the data from the realized equity premium, garbage is a fascinating subject. So let's talk about asset pricing both with--and [...]

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DIY Asset Allocation Weights: July 2016

By | 2017-08-18T17:06:36+00:00 July 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 [...]

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DIY ASSET ALLOCATION WEIGHTS: June 2016

By | 2017-08-18T17:06:35+00:00 June 2nd, 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 to [...]

DIY Asset Allocation Weights: May 2016

By | 2017-08-18T17:06:33+00:00 May 3rd, 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 to [...]

DIY Asset Allocation Weights: April 2016

By | 2017-08-18T17:06:41+00:00 April 7th, 2016|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 to [...]

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DIY Asset Allocation Weights: March 2016

By | 2017-08-18T17:06:34+00:00 March 5th, 2016|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: Weight stays the same for [...]

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