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Factor Investing in Practice

By Wesley Gray, PhD on Mar 14, 2019 11:20 am
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Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis

By Brandon Koepke on Mar 12, 2019 11:35 am
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Low Volatility Turnover with Value and Momentum

By Tommi Johnsen, PhD on Mar 11, 2019 11:31 am
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Recent Articles:

Seven Centuries of Commodity Reversals
Sector Business Cycle Analysis
Using Flexible Spending to Achieve Financial Goals
Day of the Week Matters for Some Anomalies
DIY Asset Allocation Weights: March 2019
What We Do?
We are a research-intensive asset management firm with a focus on high-conviction factor exposures. More broadly, we seek to deliver “Affordable Alpha.”
Who We Are?
Alpha Architect empowers investors through education. We believe in transparency, systematic evidence-based decision making, and forming win-win client relationships. Click here to learn more about us.
Our White Papers
Our firm mission is dedicated to investor education and we often highlight and discuss hypothetical results associated with our own research and/or the research of others. We rarely (if ever) discuss live performance on the “blog” area of our website, so the reader should assume that anything they read on the “blog” is hypothetical and subject to all the disclaimers below. We ask that you use your common sense when reviewing and interpreting research findings that use hypothetical results or live performance results. Clearly, there has never been a backtest published that wasn’t “good” and even live track records are subject to survivor bias. We must account for this intense selection bias when reviewing materials. See here for an article on this subject.

Full disclosures here.

Alpha Architect is a registered investment advisor. More information about the advisor, including its Form ADV Part 2, investment strategies, and investment objectives, are available by visiting
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