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

Smart Money Indicator Rebuttal
The SMI comprises data not only on how investors are positioned in equities, but also on how they are positioned in long-duration bonds and along the yield curve.
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Global Low Volatility And Momentum Factor Investing Portfolios
Factor investing includes strategies where stocks feature high absolute as well as high risk-adjusted-performance – namely Momentum and Low Volatility. Combining both strategies can generat attractive excess returns.
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Deep Reinforcement Learning For Trading Applications
In this post, we will try to explain what reinforcement learning is, share code to apply it, and references to learn more about it.
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The Massive Performance Divergence Between Large Growth And Small Value Stocks
From 2017 through 2019, the Russell 1000 Growth Index returned 20.5 percent per annum, outperforming the Russell 1000 Value Index. We observe similar evidence of growth outperforming value in international markets.
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Low Volatility-Momentum Factor Investing Portfolios
Given the attractive absolute and risk-adjusted returns of LOVM portfolios, it is surprising that currently there is no ETF on the market that offers this strategy.
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Timing Low Volatility With Factor Valuations
In this short research note, we will evaluate the relationship between the fundamental valuation of the Low Volatility factor and its subsequent returns.
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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

TWEETS

PERSONAL BLOG

Latest Posts
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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