Wes Gray   Ovjeren akaunt

@alphaarchitect

Wes leads Alpha Architect, a firm with an impact mission to Empower Investors through Education. Inspired & humbled by

Philadelphia, PA
Vrijeme pridruživanja: veljača 2011.

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  1. Prikvačeni tweet

    1) trading costs go to zero + 2)data is cheaper and easily available to everyone + 3) behavior fact: data increases confidence, but doesn't improve forecasts = The opportunity to be a TERRIBLE investor has never been better in the history of investing.

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  2. proslijedio/la je Tweet
    prije 10 sati

    "You can make 2% extra but have to take on more benchmark risk to do so (by deviating from the market). "It's not like there are $20 bills on the floor, but rather loose change in a fountain, and you can grab a handful if you don't mind getting soaking wet and mean looks."

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  3. Eric is slowly crawling back into the content game...after a long hiatus! "It's not complicated, you don't have to tie yourself against a mast like Odysseus, just don't listen to conference calls or watch CNBC"

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    🍲 for 🤔… - Correlations between low vol + momentum increasing - Correlations in momentum + growth sliding significantly YoY - Momentum + value hitting extremes in negative correlation late last year

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  5. Book Review: Smart(er) Investing by Elisabetta and Tommi - cc and

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  6. True. But my performance statements suggest value is dead and buying firms at 10x sales is here to stay.

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  7. proslijedio/la je Tweet
    3. velj

    • NEW ARTICLE • My latest installment in "The Factor Archives" series covers the original factor: Value. The paper dives into: - Lessons from Railway Manias - The Evolution of Equity Valuation - The Merchant Principle & More...

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  8. proslijedio/la je Tweet
    3. velj

    A sneak peak at a new addition to our platform: measuring how robust each TAA strategy is to what should be inconsequential market "noise". We introduce how we do that, show some examples, and then talk in practical terms about what to do with this data.

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  9. Conflict of Interest and Mutual Fund Sales - by:

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  10. Why are all value premium researchers dropping their shorts? That's just weird...

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  11. proslijedio/la je Tweet
    2. velj

    Deep historical dive in factor style performance. The 2010s resembled the 1930s and 1990s. Avoid single factors, integrate for example with Conservative Formula 👇

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  12. Weekly Recap from Alpha Architect for 01/31/2020 -

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  13. proslijedio/la je Tweet
    30. sij

    "The liquidity that you see on the screen... is almost always a fraction of the trade size a liquidity provider could execute in the underlying portfolio." Awesome piece on ETF spreads & liquidity - via

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  14. Low Volatility-Momentum Factor Investing Portfolios - by:

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  15. proslijedio/la je Tweet

    5 Ways to Bring More Women Into Asset Management ⁦⁩ Thanks ⁦⁩ for reviewing our with a focus on the chapter! ⁦We hope to inspire to join our industry ⁦⁦⁦

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  16. This is definitely not data-mining and a social media risk premium is aligned with the efficient market's hypothesis... cool paper/concept...but doesn't pass my (often wrong) common sense test. Also, not shooting the messenger here -- is awesome and a must follow!!!!

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  17. proslijedio/la je Tweet
    29. sij
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  18. proslijedio/la je Tweet
    28. sij

    You might have noticed I've been talking about private credit a lot recently. have been hard at work for the last few months on a major expose on the asset class. It's out today, and we hope you'll take the time to read it in full.

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  19. 2019 US market-cap weighted beta rocked! Factor premiums highlight why: --Beta paid a lot --expensive paid a lot --buy and hold paid a lot Meanwhile: --large paid a little --low momentum paid a little --low quality paid a little

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  20. Three geeks ( ) walk into a bar in Florida... The bartender says, "Hey, we don't serve statisticians!" Meb/Ryan/Jack resond, "You are just mean!"

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  21. The predictability of crowding on factor strategy performance - by:

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