Most market tools promise more than they deliver. The Shiller CAPE ratio is one of the…
Category: Alpha Research
Quantitative research from the Axplusb desk: factor models, systematic strategies, backtests and portfolio construction. We publish the reasoning and the evidence behind the signals we trade, including what did not work. Intended for readers who want the method, not just the conclusion.
Factor Investing Explained: How Quant Funds Beat the Market with Data
Factor investing promises a tidy solution to a messy problem: use data to find broad, repeatable…
The Volatility Paradox: Why Low-Risk Portfolios Outperform Over the Long Run
The paradox is hiding in plain sight. Portfolios that look safer on the surface, heavy on…