New research reveals that the performance of the hedge fund industry has not been as bad as the results from studies that relied on hedge fund data providers. The Performance of the Hedge Fund ...
The CFA designation has for long been recognized as the gold standard for investment analysts. But like anything that is worth pursuing, obtaining the charter is no easy task. How to Crush th...
https://alphaarchitect.com/2024/04/how-to-crush-the-cfa-exams-on-your-first-attempt-part-i/
The justification for neutralizing sectors in factor strategies is a work in progress. To date, academic researchers haven't had an empirical model to mimic the impact of removing sector "effects...
https://alphaarchitect.com/2024/04/is-sector-neutrality-in-factor-investing-a-mistake/
While the empirical research on cross-sectional (long-short) momentum has shown that returns have been high, investors have also experienced huge drawdowns—momentum exhibits both high kurtosis ...
https://alphaarchitect.com/2024/04/cross-sectional-momentum/
The following factor performance modules have been updated on our Index website.free access for financial professionals Factor Performance Factor Premiums Factor Data Downloads Global Factor P...
https://alphaarchitect.com/2024/04/global-factor-performance-april-2024/