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Alpha Architect
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Economy

Alpha Architect - Economy

9 | Follower

Alpha Architect

20.11.2024

European Financial Literacy: the shocking facts

Research confirms that barely one in two individuals, on average in the European Union, is financially literate.

Alpha Architect

16.11.2024

Private credit: will rapid growth lead the bubble to burst?

The growth rate of private credit has been so rapid that concerns about there being a bubble have been raised.

Alpha Architect

14.11.2024

Asset Growth: are traditional measures appropriate?

Are traditional measures of asset growth appropriate and persuasive indicators for investment activity in asset pricing models?

Alpha Architect

09.11.2024

Disappearing Index Effect: a result of Market Efficiency?

Once anomalies are well recognized by the market they decline and may even disappear, though limits to arbitrage can allow them to persist.

Alpha Architect

05.11.2024

Private Markets: is Fee Drag a real thing?

We examine the research on the costs of accessing private markets and whether or not fee drag is a real issue.

Alpha Architect

02.11.2024

Trading volume - can it be predicted?

The authors of the research discussed developed a machine learning model that can accurately predict trading volume for individual stocks.

Alpha Architect

02.11.2024

DIY Trend-Following Allocations: November 2024 -

DIY Trend-Following Allocations: November 2024 - Index Updates

Alpha Architect

31.10.2024

Should I be an ETF Advisor or Sub-Advisor? -

Should I be an ETF Advisor or Sub-Advisor? - ETF Operations

Alpha Architect

29.10.2024

LLMs: can they estimate core earnings from 10k reports?

We explore the use of LLMs to reduce the time, cost, and expertise needed for predicting core earnings from financial disclosures.

Alpha Architect

26.10.2024

Timing Anomalies: are the hurdles getting higher?

Returns to many anomalies are concentrated in the first month after information releases; these returns get weaker in the months that follow.

Alpha Architect

22.10.2024

FinTech Credit: How does it impact entrepreneurial growth?

What is the causal impact of FinTech credit on entrepreneurial growth? Read this article to learn what the research says.

Alpha Architect

19.10.2024

AI funds: do they outperform?

There’s no reason to think that the use of AI should lead to persistent fund outperformance; any advantages gained likely being short lived.

Alpha Architect

17.10.2024

AI Technologies: what is their impact?

We study the use and economic impact of AI technologies and propose a new measure of firm-level AI investments using employee resumes.

Alpha Architect

12.10.2024

The Sahm Rule: does it signal recessions?

Because the Sahm rule focuses solely on the unemployment rate, caution is warranted before assuming it is signaling a recession.

Alpha Architect

09.10.2024

Global Factor Performance: October 2024 -

Global Factor Performance: October 2024 - Factor Investing

Alpha Architect

09.10.2024

Textual analysis: what does it tell us about the economy?

How can textual analysis of business news, specifically The Wall Street Journal (WSJ), be used to measure the state of the economy?

Alpha Architect

05.10.2024

Cost of Index Replication: what investors are missing

Weaknesses, which result from the desire to minimize tracking error can lead to constraints and implementation costs that hurt index returns.

Alpha Architect

02.10.2024

DIY Trend-Following Allocations: October 2024 -

DIY Trend-Following Allocations: October 2024 - Index Updates

Alpha Architect

01.10.2024

Price targets: what role do P/E/ ratios play?

Do sell-side analysts use traditional present value methods to forecast stock prices? Find out by reading this blog!

Alpha Architect

28.09.2024

Skewness - can it identify successful mutual funds?

Being able to avoid persistent losers is not sufficient for successful management as skewness did not allow them to confidently select funds.

Alpha Architect

25.09.2024

We'll be at the Astoria Macro Summit - October 29th -

We'll be at the Astoria Macro Summit - October 29th - Conferences

Alpha Architect

24.09.2024

Private Equity: does it actually create value?

How does private equity perform as an asset class? What are the key factors that influence its success? Read and find out!

Alpha Architect

21.09.2024

Macroeconomic Regimes - are they a crystal ball?

Knowing what economic regime we might be in won’t provide you with the crystal ball to foresee what geopolitical events will drive markets.

Alpha Architect

18.09.2024

Trend-Following Filters – Part 8 -

Trend-Following Filters – Part 8 - Trend Following

Alpha Architect

10.09.2024

Global Factor Performance: September 2024 -

Global Factor Performance: September 2024 - Factor Investing

Alpha Architect

10.09.2024

Crypto vs traditional assets: investor differences

This study sheds light on how retail investors interact with emerging financial markets like cryptocurrencies compared to traditional assets

Alpha Architect

07.09.2024

Tax loss harvesting and long-short strategies

We examine the literature about if factor-based investing could improve on the tax benefits of direct indexing and tax-loss harvesting.

Alpha Architect

06.09.2024

Exploring Bond Tax Efficiency: Futures or Bond ETFs? -

Exploring Bond Tax Efficiency: Futures or Bond ETFs? - Research Insights

Alpha Architect

04.09.2024

DIY Trend-Following Allocations: September 2024 -

DIY Trend-Following Allocations: September 2024 - Index Updates

Alpha Architect

04.09.2024

Smart rebalancing: minimizing cost and maximizing return

Do rebalancing approaches based on non-calendar events improve the performance of high-turnover strategies?

Alpha Architect

31.08.2024

The After-Fee Performance of Private Debt

Using both equity and debt benchmarks to measure risk, the typical private debt fund produced insignificant abnormal returns.

Alpha Architect

27.08.2024

Stock analysis: How does AI perform vs. humans?

How does AI perform compared to human analysts in predicting stock returns? Read this article to find out what the research says.

Alpha Architect

24.08.2024

Evergreen private equity funds: worth the cost?

Evergreen funds are a relatively new concept in the private equity (PE) world compared to traditional closed-end funds,

Alpha Architect

20.08.2024

Tax management: does it benefit portfolio returns?

Tax-managed model implementation provides a boost to after-tax returns, more than fully mitigating model portfolio tax drag in most cases.

Alpha Architect

17.08.2024

Sustainable Investing: awaiting a new equilibrium

Given the continued trend in sustainable investing, it seems possible that it will be a while before we reach a new equilibrium.

Alpha Architect

14.08.2024

Global Factor Performance: August 2024 -

Global Factor Performance: August 2024 - Factor Investing

Alpha Architect

13.08.2024

High School financial education: does it vary locally?

This article provides detailed insights into how high school financial education policies are implemented at the local level.

Alpha Architect

10.08.2024

High valuations: are they a setup for disappointment?

Historically, high valuations, such as those seen in today’s Mag 7, have historically led to disappointing returns.

Alpha Architect

06.08.2024

Tax management: does it benefit portfolio returns?

Tax-managed model implementation provides a boost to after-tax returns, more than fully mitigating model portfolio tax drag in most cases.

Alpha Architect

03.08.2024

WallStreetBets trading strategies - should you follow them?

Wallstreetbets has become an increasingly prominent source of investment research. Do their recommendations have value?

home›Alpha Architect›Economy

Alpha Architect - Economy

European Financial Literacy: the shocking facts

Private credit: will rapid growth lead the bubble to burst?

Asset Growth: are traditional measures appropriate?

Disappearing Index Effect: a result of Market Efficiency?

Private Markets: is Fee Drag a real thing?

Trading volume - can it be predicted?

DIY Trend-Following Allocations: November 2024 -

Should I be an ETF Advisor or Sub-Advisor? -

LLMs: can they estimate core earnings from 10k reports?

Timing Anomalies: are the hurdles getting higher?

FinTech Credit: How does it impact entrepreneurial growth?

AI funds: do they outperform?

AI Technologies: what is their impact?

The Sahm Rule: does it signal recessions?

Global Factor Performance: October 2024 -

Textual analysis: what does it tell us about the economy?

Cost of Index Replication: what investors are missing

DIY Trend-Following Allocations: October 2024 -

Price targets: what role do P/E/ ratios play?

Skewness - can it identify successful mutual funds?

We'll be at the Astoria Macro Summit - October 29th -

Private Equity: does it actually create value?

Macroeconomic Regimes - are they a crystal ball?

Trend-Following Filters – Part 8 -

Global Factor Performance: September 2024 -

Crypto vs traditional assets: investor differences

Tax loss harvesting and long-short strategies

Exploring Bond Tax Efficiency: Futures or Bond ETFs? -

DIY Trend-Following Allocations: September 2024 -

Smart rebalancing: minimizing cost and maximizing return

The After-Fee Performance of Private Debt

Stock analysis: How does AI perform vs. humans?

Evergreen private equity funds: worth the cost?

Tax management: does it benefit portfolio returns?

Sustainable Investing: awaiting a new equilibrium

Global Factor Performance: August 2024 -

High School financial education: does it vary locally?

High valuations: are they a setup for disappointment?

Tax management: does it benefit portfolio returns?

WallStreetBets trading strategies - should you follow them?

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