Alpha Architect
alphaarchitect.com · Company blog · on HN since 2015
Alpha Architect is an investment firm that writes on quantitative investing, factor research, and academic finance studies.
What HN saysHN links it for research summaries on value investing, Berkshire's performance, and market signals, and commenters list it among investing resources.
16HN people shared it
4linked it in comments
13stories submitted
162story points
11 months agolast shared
2015people per year2026
Most-shared posts
- 1Even God Would Get Fired as an Active Investor (2016)1 people · 141 points · first shared 2017 · 51 comments on HN
- 2Designing Stress Scenarios1 people · 3 points · first shared 2025 · discussion on HN
- 3Understanding Wall Street's Conflict of Interests Problem1 people · 3 points · first shared 2015 · discussion on HN
- 4Profitability Matters More Than You Think1 people · 2 points · first shared 2025 · discussion on HN
- 5Can ChatGPT Improve Your Stock Picks?1 people · 2 points · first shared 2024 · discussion on HN
- 6Gender Gaps in Venture Capital Performance1 people · 2 points · first shared 2021 · discussion on HN
- 7What Happens When You Data Mine 2M Fundamental Quant Strategies1 people · 2 points · first shared 2017 · discussion on HN
- 8Machine Learning for Investors: A Primer1 people · 2 points · first shared 2017 · discussion on HN
- 9Pulling the curtain back: what do millionaires invest in?1 people · 1 points · first shared 2022 · discussion on HN
- 10Trend Following: The Epitome of No Pain, No Gain1 people · 1 points · first shared 2019 · discussion on HN
- 11Automation and the displacement of labor by capita: Asset pricing theory1 people · 1 points · first shared 2023 · discussion on HN
- 12Time Series Momentum in the US Stock Market1 people · 1 points · first shared 2020 · discussion on HN
- 13Do the Markets Undervalue Branding?1 people · 1 points · first shared 2022 · discussion on HN
- 14Blog1 people · first shared 2023
- 15Academic research insight industry herding short sellers signals conditions changing1 people · first shared 2018
What HN people wrote when they linked it
jpn · 2020-05-06
1. Open a margin account on Interactive Brokers.
2. Choose a target volatility level you're comfortable with (I like 20%).
3. Buy shares of BRKB. Buy enough such that volatility of your portfolio reaches your target volatility.
4. Every month, update your share amount to maintain the same target volatility.
https://alphaarchitect.com/2019/05/22/volatility-targeting-improves-ri…
btilly · 2019-02-16
No, he doesn't.
But as https://alphaarchitect.com/2016/10/10/value-investing-got-crushed-duri… points out, it looked rather different when Berkshire lost 44% while the NASDAQ gained 145%. Buffett stood by the strength of his reasoning. But the rest of the world didn't.
Bostonian · 2023-10-29
Not a blog, but Bogleheads https://www.bogleheads.org/forum/index.php is valuable.
Portfolio Visualizer https://www.portfoliovisualizer.com/ lets you backtest asset allocations and do many other things.
Idea Farm https://theideafarm.com/ , Verdad https://verdadcap.com/ , and Alpha Architect https://alphaarchitect.com/blog/ have weekly blogs.
Wilmott https://wilmott.com/ is a quant finance forum.
Academic working papers in finance are at SSRN https://papers.ssrn.com/sol3/DisplayAbstractSearch.cfm , New Econmics Papers https://nep.repec.org/ , and arXiv https://arxiv.org/archive/q-fin