IMOM’s Record Year Driven by Global Momentum Strategy
In 2025, the Alpha Architect Int’l Quantitative Momentum ETF posted its strongest year yet. But was it all luck? In our new paper, we break down how $IMOM captured shifts across countries, currencies, and sectors. Read here: https://t.co/1qzsZ9X5xg Learn more: https://t.co/HJuy9YYuaP
Science Meets Trend Following in New Moving Average Handbook
The Ultimate Moving Average Handbook: Bringing Science into the Art of Trend Following. Valeriy Zakamouline, a long-time contributor to the AA blog, has a great new book. High recommend for quant/trend geeks. https://t.co/LaMjdSaO6V https://t.co/GhX4f7qsBA
Live Deep Dive: Profiting From Sharp Equity Drawdowns
Join us on 4/23 for a live deep dive into the Alpha Architect Tail Risk ETF, our answer to fast equity crashes. We’ll discuss how $CAOS seeks to gain from sharp equity drawdowns, how it may fit in portfolios, and how...
Momentum Profits Aren't Just Factor Tilt Spillovers
Stock momentum has long been a workhorse idea. Buy recent winners. Sell recent losers. Critics argue those profits mostly come from riding factor trends like value, size, or industry tilts. This paper pushes back. by @ebasilico https://t.co/I9J0gdZM0F https://t.co/RzH2IV4fuP
Introducing MAX Factor: Next Evolution in Factor Investing
Investment professionals have long relied on factor investing—strategies built around characteristics like value, momentum, and quality—to generate returns beyond the broad market. Now we have MAX factor... by @larryswedroe https://t.co/DZtxWXTd85 https://t.co/ymSaV8Pukv
Proximity's Edge: What Really Gives Fund Managers Advantage
Mutual fund managers have long been thought to benefit from being close to the companies they follow. But what exactly creates that edge? Better public information, faster internal communication or something more human? by @ebasilico https://t.co/OmOz0vddDJ https://t.co/W9P6uPA4aO
US Iran Strike Sparks Red Market, Treasuries Bleed
March 2, 2025. The market opens to a sea of red following news of a U.S. attack on the Iranian regime. Treasuries bleed in anticipation of inflationary supply shocks. Trend-following strategies are in disarray. What's up with carry? by @jordonezjr https://t.co/oeugyTwcEN https://t.co/2Oq7Njel14
RIAs Gain Scale Tax‑Free via 721 LP Contributions
This is an interesting idea for RIAs who DO NOT want to join a PE firm, but still want to compete at scale. Tl;dr. Contribute to an LP via 721 (tax free contributions), and essentially diversify with a bunch of...
Prepare for Any Market with HIDE ETF
You don’t need to predict what’s next. Be ready for whatever the market may throw your way. Join us LIVE on March 26 to explore how the Alpha Architect High Inflation & Deflation ETF ( $HIDE ) may help build more...
CAPE Still Predicts Long‑Term Returns, New Study Shows
CAPE has long been a cornerstone of long-horizon return forecasting. High valuations imply lower future returns. Low valuations imply higher future returns. Critics argue that its predictive power has faded. This paper pushes back. by @ebasilico https://t.co/GagZA56sWf https://t.co/3Zd7kxgT9K
Dr. Kaminski Reveals Secrets of Effective Trend Following
A discussion on trend following and an interview with Dr. Kathryn Kaminski. by @jordonezjr https://t.co/bFssSmL7OE https://t.co/kfvFidDWjF
351 Exchanges Demand 25% and 50% Diversification Rules
Diversification is a core requirement of a 351 exchange. Before assets can be contributed, the portfolio must satisfy specific IRS diversification tests. This video explains how those rules work in practice. The two key tests: The 25% Rule - No single security can represent...
DFA Leverages Section 351 After Exchange Fund Attempt
DFA entering the Section 351 game... https://t.co/ScNBQmXbwU A smart move after their attempt at an exchange fund.
Intangibles Outvalue Factories; Investors Must Adapt
Intangible assets—things like brand reputation, proprietary knowledge, and organizational capabilities—have become more valuable than physical factories and equipment...how are investors capturing this information? by @larryswedroe https://t.co/CW1mUsiweK https://t.co/Hu32LLmXw8
Rethinking Balanced Portfolios: Beyond Equity and Bond Premia
Traditionally, balanced portfolios rely on the equity and bond risk premia to generate returns. But is there a potentially better way? by @ebasilico https://t.co/dVYUQ1cXTI https://t.co/dSGBs4QvXo