This section contains white papers and articles on "alpha trading strategies" - methodologies for adding excess return in an investment portfolio. For any given asset class or investment type, there are many possible approaches to alpha creation. Algorithmic and rule-based strategies are increasing in popularity, as is high-frequency trading. The most popular items in our library include research... on "value and momentum", research on factor models, smart beta and alternative beta. Studies on the size effect, share repurchase announcements, return seasonality, pairs trading and relative-value arbitrage, mean reversion, neural networks and earnings surprises, all explore different paths that can be taken in the quest for alpha. One of the key dangers when building alpha models is the temptation to overfit the data, to then "discover" spurious relationships which don't persist in real time. A number of papers discuss backtesting strategies, model risk, and how to spot backtest overfitting. Other themes explored include behavioral finance, market timing, tactical asset allocation (TAA), equity valuation, investor sentiment and alternative beta strategies. Use the search facility to find what you're looking for.