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The Alpha Architect mission is to empower investors through education, and our Compound Your Knowledge podcast is meant to be an educational journey that slowly builds confidence in one’s own ability to understand financial concepts and financial research. We believe an educated investor is a sustainable investor, which is critical for the success of any long-horizon active investor. As Ben Franklin is reputed to have said, “An investment in knowledge pays the best interest.”

Democratize Quant Compound Your Knowledge with Alpha Architect

    • Wirtschaft

The Alpha Architect mission is to empower investors through education, and our Compound Your Knowledge podcast is meant to be an educational journey that slowly builds confidence in one’s own ability to understand financial concepts and financial research. We believe an educated investor is a sustainable investor, which is critical for the success of any long-horizon active investor. As Ben Franklin is reputed to have said, “An investment in knowledge pays the best interest.”

    Compound Your Knowledge Ep 20: Collectibles and PMI (and Factors)

    Compound Your Knowledge Ep 20: Collectibles and PMI (and Factors)

    In this week’s post, we discuss two articles. The first article examines the financial performance of collectibles, such as Cars, Wine, and Art. The second article examines PMI and its impact on factor performance.

    Research on the Financial Performance of Collectibles
    https://alphaarchitect.com/2019/07/22/research-on-the-financial-performance-of-collectibles/

    Purchasing Managers’ Index (PMI) and Factor Performance
    https://alphaarchitect.com/2019/07/23/purchasing-managers-index-pmi-and-factor-performance/

    • 9 Min.
    Compound Your Knowledge: Value Investing & Concentration and Strategies to Reduce Crash Risk

    Compound Your Knowledge: Value Investing & Concentration and Strategies to Reduce Crash Risk

    Value Investing & Concentration
    https://alphaarchitect.com/2019/07/18/value-investing-concentration/

    Strategies to Reduce Crash Risk in Stocks
    https://alphaarchitect.com/2019/07/16/strategies-to-reduce-crash-risk-in-stocks/

    • 21 Min.
    Compound Your Knowledge Ep 18: Size, Mom, Sell-Offs, & R Code

    Compound Your Knowledge Ep 18: Size, Mom, Sell-Offs, & R Code

    In this week’s post, we discuss four articles. The size, written by the folks at AQR, is titled “Fact, Fiction, and the Size Effect” and is a deep dive into the Size effect–I highly recommend everyone read the underlying paper as well. The second article examines the baseline historical facts of market sell-offs, both within the U.S. and other markets. The third paper, summarized by Larry Swedroe, examines a way to enhance L/S momentum portfolios. The last article discusses Momentum, Quality, and more importantly, gives some R Code to help those interested in replicating results at home.

    Article Links:

    Fact, Fiction, and the Size Effect
    https://alphaarchitect.com/2019/07/08/fact-fiction-and-the-size-effect/

    Market Sell-off Analysis: Baseline Historical Facts
    https://alphaarchitect.com/2019/07/10/market-sell-off-analysis-baseline-historical-facts/

    Enhancing the Performance of Momentum Strategies
    https://alphaarchitect.com/2019/07/12/enhancing-the-performance-of-momentum-strategies/

    Momentum, Quality, and R Code
    https://alphaarchitect.com/2019/07/11/momentum-quality-and-r-code/

    • 12 Min.
    Compound Your Knowledge: Stock Buybacks

    Compound Your Knowledge: Stock Buybacks

    We hope everyone had a nice 4th of July weekend!

    In this week’s post, we discuss one paper, titled “Buyback Derangement Syndrome.” The paper was summarized on our site by Tommi, and the paper was written by Clifford Asness, Todd Hazelkorn, and Scott Richardson, all of AQR.

    Debunking Myths About Stock Buybacks
    https://alphaarchitect.com/2019/07/01/debunking-myths-about-stock-buybacks/

    • 9 Min.
    Compound Your Knowledge Ep. 16: Trend-Following, Large-Cap Value, Active Mgmt

    Compound Your Knowledge Ep. 16: Trend-Following, Large-Cap Value, Active Mgmt

    In this week’s post, we discuss three papers. The first post, written by Wes, covers a deep-dive into trend-following on equities. The second post, written by Andrew Miller, examines Large-Cap Value portfolios. The last post, written by Larry Swedroe, examines Active Management.

    Trend Following: The Epitome of No Pain, No Gain
    https://alphaarchitect.com/2019/06/26/trend-following-the-epitome-of-no-pain-no-gain/

    Large-Cap Price-to-Book Investing: What is Dead May Never Die
    https://alphaarchitect.com/2019/06/25/large-cap-price-to-book-investing-what-is-dead-may-never-die/

    Is Active Management Skilled? If So, Who Benefits?
    https://alphaarchitect.com/2019/06/28/is-active-management-skilled-if-so-who-benefits/

    • 15 Min.
    Compound Your Knowledge: Affiliated Funds, Diversification

    Compound Your Knowledge: Affiliated Funds, Diversification

    This week Ryan and Jack discuss two topics. First, they discuss a paper examining the performance of bank affiliated mutual funds. Second, they examine a post by Larry Swedroe on diversification.

    Paper Links:
    Do Bank Affiliated Funds Underperform Affiliated Funds?
    https://alphaarchitect.com/2018/10/29/do-bank-affiliated-funds-underperform-unaffiliated-funds/

    Asset Diversification in a Flat World.
    https://alphaarchitect.com/2018/11/01/asset-diversification-in-a-flat-world/

    The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available below. Definitions of common statistics used in our analysis are available below (towards the bottom).
    https://alphaarchitect.com/disclosures/

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    • 11 Min.

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