Optimize AlphaJun 22, 20233 minFactor Premia: Value and ProfitabilityWe know from a vast array of academic research that value stocks outperform growth stocks over long measurement periods. While recent...
Optimize AlphaJun 20, 20233 minA Quick Note on Alpha PersistenceInevitably when you start to talk about how the vast majority of active managers cannot beat the index, someone will come forward...
Optimize AlphaJun 20, 20235 minThe Dimensions of Factor Premia: The Size FactorPassive vs Evidence Based Investing The passive investor believes that stock market prices are always correct, and all available...