Decode Academic Finance into Actionable Investment Insights
Each week, we translate top-tier finance research into plain English — revealing evidence-based ideas that matter to professional investors, analysts, and CIOs.
Each week, we translate top-tier finance research into plain English — revealing evidence-based ideas that matter to professional investors, analysts, and CIOs.
New research exposes why most Information Ratio math overstates skill, how LLMs quietly inject behavioral bias into analysis, and when analyst disagreement actually signals downside.
Regulatory limits are creating alpha in mega-caps, pension plans are offloading quality PE at discounts, and new research redefines what yield curve inversions really mean.
New research shows why concentrated markets make mega-cap risk impossible to diversify, and how this hidden exposure creates real, unpriced alpha that traditional models fail to capture.
A new Sports Companies Index shows near-zero correlation with traditional assets—and adding it to a balanced portfolio more than doubles risk-adjusted returns.
New research exposes why Sharpe and correlation miss real risk, how bond funds create a one-week credit alpha window, and how cleaner, compliance-safe consumer data is reshaping edge discovery.
New research shows how to turn abstract macro risks—like GDP shocks or inflation—into tradable portfolios that actually move with the real economy.
