Amplifying Long-Horizon Equity Returns: Evidence from LEAPS (University of Connecticut)
A modest 5% core-satellite allocation to LEAPS adds approximately 432 basis points to mean two-year index…
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Innovation Where It Matters: Generating Alpha While Maintaining Disciplined Control (Robeco)
Risk is back: concentration, volatility, regime shifts reshaping equity investing. How signals are refined and…
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Passive Flows and the Limits to Arbitrage
The authors show that passive flow-induced trading acts as a limit to arbitrage: accounting-based long-short…
Trend-Following Filters – Part 10 (Alpha Architect)
This article examines, also from a time domain perspective, several low pass filters modeled on the assumption…
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