RESEARCH

Featured Research Papers

Investable Benchmarks

We use regression analysis and liquid ETFs to replicate the risk/return profile of hedge funds.


A Closer Look at Fama French

We take a closer look at how factors are defined and what that means for investor outcomes.

NLP Applied to Bitcoin on Social Media

A research collaboration with researchers from the Johns Hopkins Dept. of Cognitive Science analyzing Natural Language Processing models on sentiment.

An Analysis of Trend Following

This research paper provides a deep dive into the methodology behind a popular trend-following index.

Evidence Based

We Rely Upon Time-Tested, Empirically Robust Principles