Alpha Architect Research Blog

The Newest Alpha Architect Research and Insights


Facts, Fiction, and Merger Arbitrage

merger arb spreads
Investors love to chase after the "next big thing," as investment strategies and styles come in and go out of vogue. The latest object of investor infatuation may be a revitalized interest in merger arbitrage. Consider this bloomberg headline: "Hedge Fund ...

How the day of the week affects stock market anomalies

14 long-short anomalies
Day of the Week and the Cross-Section of Returns Justin Birru 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: This paper documents a new empirical fact. Long-short ...

The Moving Average Research King: Valeriy Zakamulin

king of ma
Some weekend reading for trend-followers who want to question their beliefs. Valeriy Zakamulin is an animal when it comes to generating research on moving averages. We've done a lot of the same work, but we're too lazy to tabulate the results ...

Computers Still Beat Humans? We Ask, Will Grove Responds.

Source: http://scott.fortmann-roe.com/docs/BiasVariance.html
Overconfidence is the death of everything in investing. I suffer from the problem just like everyone else because last time I checked...I'm human. As humans, we need to face the reality of overconfidence. Overconfidence is like Michael Jordan -- you can't stop ...

What happens when the intern makes your slide deck

intern drawing
  and by "intern" I mean Chief Investment Officer ...

Not Impossible: A low-cost, tax-efficient, ESOP 1042 rollover strategy

2015-11-25 14_55_42-Vegas Visit and 1042 Deck - david@alphaarchitect.com - Alpha Architect, LLC Mail
We created this post as a resource for families and their advisors facing tough decisions regarding their ownership in their family business. Many folks approaching retirement are looking for options on how to achieve liquidity and diversification, along with tax-efficient ways ...

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