Value Investing: An Examination of the 1,000 Largest Firms
Among stock investors, a common strategy/belief held is Value investing — buying stocks that are relative cheaper on price/fundamental ratios. … Read more
Alpha Architect
Is Systematic Value Dead???
Value investing is the age-old investment strategy that buys securities that appear cheap relative to some fundamental anchor. – Ronen … Read more
The Costs Of Implementing Momentum Strategies
There are now hundreds of factors in what John Cochrane famously called the “zoo of factors.” However, there are only … Read more
Are Trend-Following And Time-Series Momentum Research Results Robust?
When it comes to trend following and/or time-series momentum research, we got ya covered! Q1 hedge fund letters, conference, scoops … Read more
Short Sellers Can Predict Deteriorating Bank Fundamentals
Can short sellers inform bank supervision? Bhanu Balasubramnian and Ajay Palvia Journal of Financial Services Research A version of this … Read more
The World’s Longest Multi-Asset Momentum Investing Backtest!
As evidenced by the image below, interest in momentum research has taken off since the original 1993 Jegadeesh and Titman … Read more
Quantifying The Value Of Retirement Accounts
Many people talk about the tax benefits of retirement accounts. However, few attempt to quantify and estimate the actual benefits. … Read more
Bond Investing: Reach For Safety
Yield. Within almost any asset class, investors want to know, what is the “yield” on the investment? Q1 hedge fund … Read more
ESG And Factor Investing
Thematic Indexing, Meet Smart Beta! Merging ESG into Factor Portfolios Jennifer Bender, Xiaole Sun, and Taie Wang Journal of Index Investing, 2017 A … Read more
What The CFOs Think About The Equity Premium In 2018: 6.31% Real Premium?
Professors John Graham and Campbell Harvey consistently put out great research. One of their innovations in financial research is their … Read more
Timing Country Exposure With Value: A Valuation Measure Horserace
Buy cheap. This is a motto many live by, not only in their daily lives but also in their investment … Read more
Tail Risk Hedging: An Alternative Approach To Risk Management
This article proposes tail risk hedging (TRH) as an alternative model for managing risk in investment portfolios. The standard risk … Read more
Alpha Architect To Launch Long/Short Cryptocurrency ETF
Originally posted on April 1st 2018 When asked for details around the methodology, Dr. Wes Gray, CEO of Alpha Architect, … Read more
Risk-Based Explanations For The Momentum Premium
Most of the literature on the momentum factor has focused on behavioral explanations, generally either investor underreaction or overreaction. For … Read more
How To Perform Investment Sentiment Analysis On Twitter
Company Event Popularity for Financial Markets using Twitter and Sentiment Analysis Mariana Daniel, Rui Ferreira Neves, Nuno Horta Expert Systems … Read more