CEO, Alpha Architect

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 ... more

ALL CONTRIBUTIONS

This Time Is Different? Consider Quantifying Subjective Priors
"This time is different," is a sentiment that leads many investors to stray from using data analysis in their investment decision process and more towards discretionary judgment. 
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Bond Ladders And Income Annuities: Simple Is Beautiful
In general, fixed income investments effectively allow investors to purchase future cash flows with a high degree of certainty. However, it is important to note this degree of certainty only applies when the investments are held to maturity.
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Value Investing Still Beats Growth Investing, Historically
There are many forms of value investing and different investors have different definitions (i.e., stock pickers vs. quants).
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Market Timing Using Aggregate Equity Allocation Signals
We take up the task of testing the AIAE—as well as six other indicators—using walk-forward regressions to see if it does in fact merit the title “The Single Greatest Predictor of Future Stock Market Returns.”
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The ETF Store: Value, Momentum, And Launching ETFs
A discussion about the value rotation, momentum stocks, the ETF white-labeling business.
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Responsible Investing: The ESG Efficient Frontier
The 2018 Global Sustainable Investment Review reports over $30 trillion invested with explicit ESG goals as of the beginning of 2018. In the words of the authors:
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STOCKS I FOLLOW

IWD iShares Russell 1000 Value Index Fund
VLUE iShares Trust - iShares MSCI USA Value Factor ETF
VXX iPath S&P 500 VIX Short-Term FuturesTM ETN

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PERSONAL BLOG

Latest Posts
ETF-Prenuers: An Introduction To ETF White Label Services
Interested in starting an ETF? This piece is an introduction to ETF white label services, which is the industry term for a firm that helps an “ETF-preneur” bring an idea to the public market.
ETFs Vs Mutual Funds: Who Wins? Investors.
Without question, you have heard of Exchange Traded Funds, also commonly referred to as ETFs. It’s a complex topic so I brought in the best person I know to help us break it down.

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