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 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.
New research proves only 3% of AIQ's risk is actually 'thematic.' Learn how to isolate true theme exposure using narrative data.
Harvard research shows low short interest and analyst euphoria often precede 40%+ crashes, while new data reveals hidden vulnerabilities in both gold and Bitcoin’s “safe haven” status.
