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Alpha Architect

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The Alpha Architect mission is to empower investors through education. We are a research-intensive asset management firm focused on delivering sophisticated tax-efficient active exposures ...more
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193 to 208 of 209 Posts
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Looking To Improve Your Factor Investing? Examine The Trend Of Profits
Tuesday, April 4, 2017 11:53 AM EDT
Are investors investing in riskier stocks or are behavioral errors being made?
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Factor Investing: The Fama French 5-Factor Model On Chinese A-shares
Friday, March 31, 2017 5:44 PM EDT
Based on the evidence from the Chinese A-share market, the Fama and French 3-factor model (beta, size, and value) still get the job done and the 5-factor model lacks robustness.
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Rebalance Your Portfolio? You Are A Market Timer And Here’s What To Consider
Thursday, March 23, 2017 2:44 PM EDT
Rebalancing is an active market timing consideration and should not be a decision that is taken lightly. The decision is just as active as deciding between buying a passive market-cap weighted index or a portfolio of concentrated value and stocks.
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Warning: The US Stock Market Is An Anomaly
Wednesday, March 22, 2017 3:12 PM EDT
U.S. stocks have delivered incredible stock market returns for a long time: the average compounded total return on the U.S. stock market has been nearly 10 percent per year from 1927 through 2016.
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The Dirtiest Word In Finance: Market Timing
Monday, March 20, 2017 11:37 PM EDT
Don’t be tempted to time the market with your buy and hold portfolio, but if you want to time the markets with managed futures, adopt a buy and hold approach.
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Dual Momentum With Stock Selection
Tuesday, March 14, 2017 3:39 PM EDT
How do fundamental momentum and price momentum perform?
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Firm-Specific Information And Momentum Investing
Wednesday, March 8, 2017 11:40 AM EDT
We identified observable firm-specific attributes that drive momentum. We find that a firm’s revenues, costs, and growth options combine to determine the dynamics of its return autocorrelation.
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How To Explain Momentum With Rational Investors — It’s Complicated
Tuesday, February 14, 2017 1:06 PM EDT
Momentum effects can be derived in a world without irrational traders and improper expectation formation is straight forward.
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Greatest Stock Picker Of All Time: Buffett Or Lynch?
Wednesday, February 8, 2017 1:17 PM EDT
Who is the greatest stock picker of all time? Many investors knee-jerk reaction is Warren Buffett.
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Active Versus Passive For The US And The Canadian Markets
Tuesday, February 7, 2017 8:50 AM EDT
The Canadian market highlights a completely different story — a move towards more active and a move away from the tiny amount of passive already in place.
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Shooting Yourself In The Foot With Socially Responsible Investing
Sunday, February 5, 2017 8:47 AM EDT
Regardless of the objective or subjective criteria used to define which companies are favorable or unfavorable from a conscientious perspective, we suggest cross referencing corporate buyback activity.
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Factor ETF Due Diligence: A New Challenge For Some Investors
Friday, January 6, 2017 7:35 PM EDT
Multi-factor ETFs are the newest addition to a plethora of individual smart beta products. Know what you own and why you own it — process matters.
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Time Series Momentum, Volatility Scaling, And Crisis Alpha
Friday, December 23, 2016 4:06 PM EDT
We’ve been thinking a lot about futures recently. The futures research area is relatively “fresh,” and a lot more exciting than hacking through equity stock selection research where we already understand the basic answer.
In this article: SPY
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Commodity Futures Investing: Complex And Unique
Wednesday, December 21, 2016 12:44 PM EDT
Commodity futures investing is arguably the most misunderstood asset class in the financial marketplace.
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Interest Rates And Value Investing
Monday, December 12, 2016 12:15 PM EDT
Real rates stink; term premium stinks — but isn’t that because of slower expected economic growth?
In this article: TIP Also: VSMGX, VTSAX, VUSTX
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Is The Low Volatility Anomaly Driven By Lottery Demand?
Wednesday, November 30, 2016 1:38 PM EDT
According to asset-pricing theory, securities with higher risk should produce higher returns (two ways to measure risk are beta or volatility). Since low beta (volatility) stocks outperform high beta (volatility), this is labeled an anomaly.
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193 to 208 of 209 Posts
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