Latest content from Alpha Architect


Dual Momentum on Individual Stocks. Wow.

dual momentum on stocks
Hot off the press and haven't had time to reverse engineer and verify, but this is pretty interesting stuff at first glance. The Enduring Effect of Time-Series Momentum on Stock Returns Over Nearly 100-Years This study documents the significant profitability of “time-series ...

Media Coverage and Stock Returns

Performance of reverse change strategy around formation year
Ninety Years of Media Coverage and the Cross-Section of Stock Returns Hillert and Ungeheuer A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category. Abstract: Using a novel dataset on ...

Can A Brutal Stock Market Make You Physically Sick?

Evidence from hospital admissions
Worrying About the Stock Market: Evidence from the Hospital Admissions Engelberg and Parsons A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category. Abstract: Using individual patient records for ...

Loosening Short Sale Constraints Makes Markets More Efficient

10 anomalies
The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies Chu, Hirshleifer and Ma A version of the paper can be found here. Want a summary of academic papers with alpha? Check out our Academic Research Recap Category. Abstract: We examine the ...

DIY Asset Allocation Weights: February 2016

2016-02-02 15_40_46-Alpha Architect
Do-It-Yourself tactical asset allocation weights are posted. Create a free account here if you want to access the site directly. Sign in here if you already have a free account.   Exposure Highlights: No exposure to domestic equities or international equities. No exposure to REITs or commodities. Full exposure ...

Attention Advisors: A Webinar on How to Pick the Right “Robo” Platform

Pat Cleary, our Harvard educated US Marine Captain, who also happens to serve as a our chief compliance and operating officer (COO/CCO), will be giving a fascinating chat on how to pick the right "robo" advising platform. The webinar will be ...

Performance figures contained herein are hypothetical, unaudited and prepared by Alpha Architect, LLC; hypothetical results are intended for illustrative purposes only. Past performance is not indicative of future results, which may vary. There is a risk of substantial loss associated with trading stocks, commodities, futures, options and other financial instruments. Please click Full Disclaimer for additional disclosures.