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.

Funds that minimize correlations among holdings outperform by 4% annually, and new evidence shows simple trend-following still beats complex “optimal” models in real markets.

A new WACC methodology reveals which companies are deploying capital most efficiently—while a diversification analysis exposes the hidden “concentrators” quietly amplifying your portfolio risk.

In this week’s report: Why US equities are more attractive than the Fed model indicates - equivalent PE of ~15x vs. observed PE >25x and The PIK Debt Paradox: evidence that weaker debt monitoring leads to fewer defaults.

The authors found that activist short reports with more sources have a bigger and more persistent negative impact on the underlying stocks.

In this week’s report: How “distant investments” reveal true fund skill & how to judge Sharpe ratios without fooling yourself.

From smarter factor timing to redefining growth, fresh research shows investors how to separate lasting structural premiums from fleeting revaluations.

Long-horizon ownership predicts excess returns—especially in stocks short-term managers avoid. Plus: using global news sentiment to forecast equity index moves across 14 markets.

New work shows PE’s outperformance largely boils down to leverage and appraisal smoothing—replicable with public small-cap + leverage. Meanwhile, funds with the lowest holdings overlap beat peers by ~1.2% a year.

One paper shows why low-cost index investing wins over time—the triumph of compounding and belief. Another reveals how VC returns can be replicated (and beaten) with staged leverage on the Nasdaq-100.

New research highlights ROIIC—not ROIC—as the forward signal for multiple expansion, and shows how sector-specific factors (like in REITs) sharpen attribution and cut false alpha.

New research shows that framing stock selection as a classification problem (winner vs. loser) outperforms return forecasting, while López de Prado argues AI fails in investing because it chases correlations instead of causal mechanisms.

Columbia, Cornell, and Sussex researchers challenge core assumptions—showing how to train models for trading, why “good” loan terms signal weakness, and how price-weighting beats cap-weighting.

Columbia research shows that when you apply Kelly to actual return series, optimal leverage shrinks 22–36% versus theory—especially in crisis periods and with less frequent rebalancing.

New research shows wealthy individuals now hold $1–2T in PE assets—and their returns rival institutions. The real driver? Advisor quality, not wealth.