February 12, 2017

Factors are not Commodities

This is from a new-ish writer and now blogger on the OSAM team.  He’s been cranking out some great research.  Below on thinking about factors… Chart then download: —- —- Downloads Factors are not Commodities Website http://www.osam.com/
February 9, 2017

A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

I promise I don’t just auto email out work from Research Affiliates…they just have been cranking out some great work lately, and they always have great graphics. Chart then download: —- —- Downloads A Smoother Path to Outperformance with Multi-Factor […]
January 26, 2017

It may not be my money, but it is my job.

—Charles Ellis in Investment Policy: How to Win the Loser’s Game Fun one on career risk from Research Affiliates… —- —- Downloads How Not to Get Fired with Smart Beta Investing Website https://www.researchaffiliates.com
December 18, 2016

Two from RA

You guys know I love the cheap global stocks…turns out Research Affiliates does too.  Love this chart! Also threw in a bonus piece on Systematic Global Macro… Chart then two downloads: —- —- Downloads The Emerging Markets Hat Trick: Time […]
November 2, 2016

Horizon Returns

This is two years old but I enjoyed this lengthy piece on valuation and CAPE ratios… Chart then download: —- —- Download PDF P/E Based Horizon Returns Website https://www.aperiogroup.com/
August 27, 2016


Cliff and Rob debate their factor timing papers at the Morningstar conference. Full transcript below.  Plus, you can subscribe to the M* magazine for free – and you should, it’s very good. No quotes just link. Link to article: Meeting of the […]