The Future for Factor Investing May Be Different Than its Backtested Past

By |June 8th, 2018|Research Insights, Factor Investing, Value Investing Research, Momentum Investing Research, Uncategorized|

We believe there are cause and effect relationships in the world -- and in investing -- that hold true over time.  Many are common sense and easily observable - like fire creates smoke - while [...]

Portfolio Rebalancing Research: Momentum and Tolerance Bands

By |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 [...]

Earth to Passive Investors: Lunch is Never Free.

By |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 [...]

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

By |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 [...]

Asset Pricing with–and without–garbage.

By |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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