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Bloggers Latest Activity

Blogs by quant researchers and traders such as Robot Wealth, Alpha Architect, Quantpedia, Rob Carver and Moontower: methods, reviews and views.

46 related activitiesLast 30 days 31 itemsFeatured among them 0 items

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Bloggersrelated activities

Today21 OctWedIssue 1–20 items
  1. CFA Institute Research and Policy Center: Publications49

    Warren Buffett's Small-Cap Value Strategy for Today's Investors

    Warren Buffett's early small-cap value investing strategy remains relevant today. His investment partnership delivered an annualized total return of 25.3% from 1957 to 1968, compared with 9.1% for the Dow Jones Industrial Average over the same period. The strategy centers on undervalued small-cap stocks, corporate restructurings, and positions with shareholder influence. The current expansion of passive investing and declining analyst coverage have created pricing inefficiencies in small-cap stocks, establishing market conditions for replicating this strategy.

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20 OctTue
  1. Alpha Architect55

    Deconstructing Stock Price Bubbles: Combining Fundamentals and Speculative Factors — Insights from New Research by Andreasen and Bro

    Alpha Architect interprets a 2026 paper by Andreasen and Bro published in the Review of Finance. The study combines traditional valuation data with investor expectation surveys to propose a new method for distinguishing between fundamental-driven price increases and speculative bubbles.

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  2. CFA Institute Research and Policy Center: Publications40

    2026 Marsh CFA Institute Global Pension Index

    The 2026 Marsh CFA Institute Global Pension Index is released by Marsh in partnership with the CFA Institute and the Monash Centre for Financial Studies, covering 55 retirement income systems worldwide. It uses adequacy (40% weight), sustainability (35% weight), and integrity (25% weight) as core evaluation dimensions.

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19 OctMon
18 OctSun
  1. Moontower46

    When Intelligence Becomes as Cheap as Sunlight

    Moontower has released this issue, mentioning the Metagame event held at Lighthaven in Berkeley from November 6 to 8. Moontower readers can enjoy a $50 discount on regular tickets. This issue also shares AI-related thoughts, TIPS investment analysis, crude oil market learning resources, and pre-sale information for "How I Invest Volume 2", which will be shipped on October 20.

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16 OctFri
15 OctThu
  1. Moontower36

    Two Risk Premiums That Work Well Together

    This article analyzes the combination of risk premiums for TIPS and crude oil. Based on data as of October 9, 2026, the 10-year TIPS real yield is 2.91%, up 116 basis points from the same period last year, and the 10-year breakeven inflation rate is 2.33%. This dual-asset portfolio can enhance expected returns with virtually no additional risk, while also offering educational value for dynamic position management.

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14 OctWed
  1. CFA Institute Research and Policy Center: Publications66

    CFA Institute Research: Actual Exposure of Joint Ventures at 50 Large Listed Companies Reaches $612 Billion, Far Exceeding the $351 Billion Disclosed on the Books

    The CFA Institute research team reviewed the 2025 fiscal year financial reports of 50 large global listed companies, finding that their book-disclosed investments in joint ventures totaled $351 billion, while total actual exposure reached $612 billion after reconstructing five layers of exposure. The difference stems from risks not recorded in individual line items, including shareholder loans, guarantees, and unpaid capital contributions.

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  2. Moontower63

    Key Takeaways from the Interview with LTCM Co-Founder Victor Haghani: Position Sizing Matters More Than Instrument Selection

    Moontower host Kris Abdelmessih breaks down an interview with LTCM co-founder Victor Haghani, arguing that investment decisions consist of two parts: instrument selection and position sizing, and that LTCM's failure stemmed from flawed position sizing rather than poor instrument selection.

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13 OctTue
  1. CFA Institute Research and Policy Center: Publications49

    How Investors Can Evaluate AI Heat Risk Models Used in Company Valuations

    When evaluating AI heat risk models used in company valuations, investors should focus on whether they fully cover the entire transmission chain from heat hazards to asset exposure, operational sensitivity, financial impact, and ultimately valuation. Existing heat risk estimates from different institutions show significant discrepancies and often omit key impact dimensions such as employee productivity. Investors can reference the case of Électricité de France (EDF) and require companies to disclose quantifiable operational thresholds, financial sensitivities, and adaptation costs to determine whether heat-related losses are already reflected in company value.

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  2. Robot Wealth51

    Core Questions That Change Trading Mindset: Exploring the Advantages of Independent Traders and Starting Approaches

    Author Kris Longmore shares content from his 72-minute interview on The Algorithmic Advantage podcast, looking back on an early experience at a Sydney traders' meetup where he was unable to answer a proprietary trader's question about his own trading edge. He later joined that proprietary firm as a researcher and partner, and summarized relevant insights after leaving to trade independently.

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12 OctMon
  1. Alpha Architect68

    LLM Replication Pipeline Examines 1,328 Top Empirical Finance Papers: Reproducible In-Sample but Substantially Decayed Out-of-Sample

    Alpha Architect interprets Dmitriy Muravyev's 2026 working paper, which uses an in-house LLM replication pipeline to reconstruct the core results of 1,328 papers published in the Journal of Finance, Journal of Financial Economics, and Review of Financial Studies between 2000 and 2020, of which 1,005 were eligible for subsequent out-of-sample testing.

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  2. CFA Institute Research and Policy Center: Publications41

    Where Have All the Portfolio Managers' LLMs Gone?

    Most portfolio managers and analysts in the investment industry have not yet adopted large language models in their daily work, with only a few well-resourced large institutions having implemented them. The article notes that LLMs can improve investment decision hit rates and long-term productivity, and that current barriers to adoption stem primarily from non-technical factors such as organizational processes, incentive structures, and psychological safety.

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11 OctSun
  1. Moontower54

    Moontower Launches Verticals Workflow for Scanning Vertical Spreads and Comparing Volatility-Adjusted Returns Across Underlying Assets

    Moontower has released the Verticals workflow, which allows directional traders to scan across underlying assets for the most cost-effective vertical spreads at a given displacement. Users can select the expiration date and displacements of ±0.5, ±1, or ±1.5 standard deviations. The system calculates the target strike price based on the underlying asset's own volatility surface and returns the tightest vertical spread constructed from adjacent strikes, which will be fully in-the-money if the stock price reaches the target at expiration.

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9 OctFri
  1. CFA Institute Research and Policy Center: Publications47

    401(k) Investment Menu Costs Decline While Quality Improves

    Analysis of 401(k) plan filings from 2013 to 2023 by the CFA Institute Research and Policy Center shows that the average expense ratio of 401(k) investment menus fell from 0.69% to 0.39%, with declines in both active and index fund fees, and the fee gap between small and large plans has essentially closed. Fund quality also improved over the same period, with the weighted average of Morningstar Medalist ratings rising from 3.45 to 3.85, and lower-cost funds often receiving higher ratings.

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8 OctThu
  1. Alpha Architect69

    How Tail Risk Projects Survive the Waiting Period: From Two Failure Cases to an Eight-Step Due Diligence Framework

    This article treats the holding costs, behavioral pressures, and governance burdens of tail risk hedging during calm periods as design constraints rather than post-hoc inconveniences. The authors first break down three types of "bleeding" sources: direct holding costs, opportunity costs, and evaluation pressure, and provide a table of cumulative sleeve losses for different annualized carry rates over 3 to 15 years, as well as a table of portfolio-level annual drag converted by sleeve weight.

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