Book Blowout for Christmas
Our three quant finance books are up on Amazon at cost ($19.99, 2-day shipping included). If you know someone looking to improve their knowledge of [...]
Our three quant finance books are up on Amazon at cost ($19.99, 2-day shipping included). If you know someone looking to improve their knowledge of [...]
We believe there are cause and effect relationships in the world -- and in investing -- that hold true over time. Many are common sense [...]
Most of the literature on the momentum factor has focused on behavioral explanations, generally either investor underreaction or overreaction. For example, in his paper “Explanations [...]
From a friend in the business -- Andrew Carter. I’m hiring for a junior position right now, based in Chicago. It’s a highly quant based [...]
It is that time of year again, the American Finance Association Annual Meeting is underway. The conference is in Philadelphia, starting today (January 5) and running [...]
In most industries, whether it be cars, jewelry, food or beverages, some products are built for scale and mass distribution, while others are niche and [...]
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 [...]
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 [...]
Myself, Jack Vogel, and Yang Xu are at the ETF conference the next few days. See below for mugshots. Give us a shout if you are [...]
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 [...]
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 [...]
Evidence matters. Consider the history of evidence about the universe. In the days of Ptolemy in 100 AD, a "geocentric" model described the universe, in [...]
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 [...]
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 [...]
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 [...]
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 [...]
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 [...]
US-centric 60/40 portfolios have knocked it out of the park since 2010. Nearly a 10 percent compound annual growth rate, less than a 7 percent worst [...]
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 [...]
and by "intern" I mean Chief Investment Officer.
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