Author: 22percent

Hedge Fund Letters To Investors

Hedge Fund Letters To Investors

Hedge Fund Letters To Investors….  where can you find them? The short answer is that its complicated. The longer answer is that some hedge funds publicly release their letters because they have publicly traded vehicles while some smaller funds release […]

Earnings Seasonality and Stock Returns

Earnings Seasonality and Stock Returns

Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns by Wesley R. Gray, Ph.D., Alpha Architect Chang, Hartzmark, Solomon and Soltes A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic […]

Meb Faber's Affordable Global Momentum Fund

Meb Faber's Affordable Global Momentum Fund

Meb Faber’s Affordable Global Momentum Fund Via Alpha Architect – Wesley R. Gray, Ph.D. Anyone reading this blog is probably familiar with Meb Faber. Before getting into a review of his newest project and ETF offering, I wanted to provide […]

Long Cheap; Short Expensive. Buyer Beware

Long Cheap; Short Expensive. Buyer Beware

Long Cheap; Short Expensive. Buyer Beware via Alpha Architect A recent New York Times article examines the story of Joel Greenblatt, author of ” The Little Books That Beats the Market.” Joel has leveraged this book and is now managing money using […]

Does Doubling Down Work?

Does Doubling Down Work?

Does Doubling Down Work? Wesley R. Gray, Ph.D. via Alpha Architect  Doubling Down Jonathan Rhinesmith A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category. Abstract: I demonstrate that […]