New article! I hadn’t seen this framing before, so I wrote it down. Factor premiums exist because markets aren’t fully efficient. The key is how investors use them. It depends on the objective: absolute (SR) or active (IR). The best results come from integration factors and signals
shorturl.at/6anZZ

Better than Gold?
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant

Pleasant surprise! 😀Our new low-volatility paper is #1 in SSRN’s Financial Economics Network over the past 60 days.

Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm

No Asset Is Safe—But Some Lose Less - CFA Institute Enterprising Investor
shorturl.at/7Jiqy

Happy to share our brand new paper, "Factoring in the Low-Volatility Factor," done with Amar and Guido! It reveals why the low-volatility factor is missing from standard models, highlighting asymmetry in factor alpha and real-world frictions. Download full paper here: shorturl.at/E6c0I

Congrats to @L_Swinkels on reaching 100,000 downloads on SSRN! 🎉
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938

What if the equity premium fades in the next 10 years? New CFA blog out today blogs.cfainstitute.org/investor/202...

Ready to rethink risk & return? I’ve shared 5 game-changing books that shaped my perspective, now featured on Shepherd Books. Dive in! shepherd.com/best-books/c...

72 ways to craft a low-vol portfolio—all work (sort of). Check out Cirulli et al.’s new paper on low-risk investing
shorturl.at/W2Iyd

Fresh update: Low-volatility data now 10 years out of sample! The paradox persists. Check the latest data here: www.paradoxinvesting.com/data

X is down today… markets down. Silver lining: Low volatility stocks up: is stagflation coming? We looked at the impact on returns
papers.ssrn.com/sol3/papers....

Last Friday, the S&P500 surged in the final hours—month-end rebalancing in action? As bonds rallied and stocks dipped in Feb, the shift was clear. Popular new paper by
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK

New paper alert! The authors uncover five factors which best price corporate bonds: the market, short-maturity, bond value, equity momentum, and accruals factors. Results support factor based active/defensive strategies. A great (long) read. Link: shorturl.at/kAvDn #FactorInvesting #CorporateBonds

This weekend DeepSeek became more popular on US Google searches than Gemini and Chat GPT. With its cost-effective model, it's prompting a reevaluation of the high valuations of some AI giants. Could this trigger a disruptive shakeup? 📉💡 #AI #Disruption #DeepSeek

Happy 2025! January often sees momentum stocks falter and defensive value stocks shine. Will this year follow the pattern? Let’s find out!

New paper highlights how #AI can not only uncover stock prediction signals but also 'write' the paper after the results are known: Hypothesizing After Results are Known (HARK). A warning to quants: AI just leveled up. shorturl.at/GsAFi

In our brand-new paper, Leveraging the Low-Volatility Effect, co-authored by Lodewijk van der Linden and Amar Soebhag, PhD we dive into how investors can use leverage to unlock the power of this underutilized defensive strategy. Check out five practical cases here: shorturl.at/Fz6GT

Excited to kick off my BlueSky account to explore and share the latest in Quant Investing research! Stay tuned for a 'starter pack' I'll be sharing on this topic soon. Suggestions for must-read names are welcome