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11/26/24
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Build a portfolio resilient to today’s factor-driven markets with Alpha Theory + Omega Point
Portfolio Optimization
Risk Management
Build a portfolio resilient to today’s factor-driven markets with Alpha Theory + Omega Point
Factor Investing Risk Management Portfolio Optimization
Nov 26, 2024
Factor-Driven Investing, Investment Research, Portfolio Optimization
Turning Intuition into Alpha
Portfolio Strategy
Turning Intuition into Alpha
Alpha, portfolio sizing, Data-driven investing, Portfolio management, Investment research, Investment process, CenterBook Partners, Partner Funds
Oct 29, 2024
Data-driven investing, Portfolio management, Investment research, Investment process
A Plan for Active to Beat Passive
Portfolio Strategy
Portfolio Optimization
A Plan for Active to Beat Passive
Active Management Strategies Fund Research Position Sizing Strategies Alpha Theory Platform Portfolio Management
Sep 26, 2024
How active managers can beat passive funds with rules-based position sizing.
A Sharpe Approach to Position Sizing
Portfolio Optimization
A Sharpe Approach to Position Sizing
portfolio sizing, portfolio allocation, portfolio management
Aug 28, 2024
Volatility is Not Risk…Kind Of
Risk Management
Portfolio Strategy
Volatility is Not Risk…Kind Of
Kelly Criterion Risk Management Portfolio Strategy Position Sizing
Jul 30, 2024
If I Worked at Nvidia
Risk Management
If I Worked at Nvidia
Nvidia, scenario analysis, probabilities
Jun 27, 2024
The Difference Between Probability and Confidence
Probability-weighted Return
The Difference Between Probability and Confidence
probability, confidence, forecasting, probability-weighted return
May 30, 2024
Alpha Theory Stock Selection Index - Q1 Performance
Portfolio Strategy
Alpha Theory Stock Selection Index - Q1 Performance
Stock Selection Index, Sharpe ratio, stock picking
Apr 30, 2024
Mauboussin: The Two Decision Aids that Fundamental Investors Should Use…But Often Don’t
Portfolio Strategy
Mauboussin: The Two Decision Aids that Fundamental Investors Should Use…But Often Don’t
Mauboussin, Fundamental Investors, Decision Aids, Capital Allocators
Mar 27, 2024
How Human Intuition Improves by Using Optimizers: Learnings from DE Shaw
Portfolio Optimization
Portfolio Strategy
How Human Intuition Improves by Using Optimizers: Learnings from DE Shaw
Portfolio Optimization Machine Learning DE Shaw Position Sizing discretionary portfolio management
Feb 28, 2024
Alpha Theory 2023 Year in Review
Analytics
Portfolio Strategy
Alpha Theory 2023 Year in Review
Position sizing Price targets Conviction Systematic process Active management Benchmark outperformance Optimal portfolio Return on invested capital Win rate Compounding returns
Jan 29, 2024
Could You Lose on Purpose? Investing Luck vs. Skill
Portfolio Strategy
Could You Lose on Purpose? Investing Luck vs. Skill
Investing, stock picking, Michael Mauboussin, Stocks
Dec 28, 2023
Alpha Theory Stock Selection Index
Portfolio Strategy
Alpha Theory Stock Selection Index
Stock picking, Sharpe ratio, portfolio management
Nov 30, 2023
Portfolio Intuition by Chris Kennedy
Portfolio Strategy
Portfolio Intuition by Chris Kennedy
portfolio intuition, Diversity Orthogonality Theory, portfolio management, Chris Kennedy
Oct 31, 2023
Alpha Theory 2022 Year in Review: The Year That Broke the Streak
Portfolio Strategy
Portfolio Optimization
Alpha Theory 2022 Year in Review: The Year That Broke the Streak
Year in Review, batting & slugging, position sizing, price targets, optimal performance
Sep 27, 2023
Diversity Orthogonality Theory: The Key Ingredient to a Free Lunch
Portfolio Strategy
Diversity Orthogonality Theory: The Key Ingredient to a Free Lunch
diversification, correlation, portoflio, Sharpe Ratio, Diversity Orthogonality Theory
Aug 30, 2023
Mauboussin Gives Us Confidence
Portfolio Strategy
Mauboussin Gives Us Confidence
Probability, Mauboussin, risk-adjusted return, confidence
Jul 26, 2023
I Am No Expert
Portfolio Strategy
Portfolio Optimization
I Am No Expert
Investing, CenterBook Partners, position sizing, probabilities, expert
Jun 28, 2023
Batting and Slugging Sensitivity
Analytics
Batting and Slugging Sensitivity
Batting average, slugging sensitivity, slugging percentage, position sizing
May 24, 2023
batting and slugging
New Probability of Success Calculation (Improving Batting Average Analysis)
Portfolio Strategy
New Probability of Success Calculation (Improving Batting Average Analysis)
probability of success, batting average, probabilistic forecasts, breaching price targets
Apr 27, 2023
Probability of Breaching Price Target (Part 2)
Portfolio Strategy
Probability of Breaching Price Target (Part 2)
Alpha Theory, Alpha Theory blog, Cameron Hight, Harbor Spring Capital, Price Target, excel
Mar 23, 2023
Probability of Breaching Price Target
Portfolio Strategy
Probability of Breaching Price Target
Alpha Theory, Alpha Theory blog, price target, probability, CenterBook Partners, forecast
Feb 15, 2023
Workflow: The #1 Reason Funds Say “No” To Alpha Theory
Analytics
Portfolio Optimization
Portfolio Strategy
Workflow: The #1 Reason Funds Say “No” To Alpha Theory
Alpha Theory, Alpha Theory blog, portfolio optimization, price targets, Excel Connect
Dec 27, 2022
Ask Me Anything - Q&A Session with Mohnish Pabrai
Portfolio Strategy
Portfolio Optimization
Ask Me Anything - Q&A Session with Mohnish Pabrai
Alpha Theory, Alpha Theory blog, Cameron Hight, Mohnish Pabrai, Warren Buffet, Charlie Munger, Pabrai Investment Funds, UNC Kenan-Flagler Business School, Ask Me Anything
Dec 27, 2022
Loss Aversion And The Impact Of Daily P&L
Behavioral Finance
Portfolio Optimization
Portfolio Strategy
Loss Aversion And The Impact Of Daily P&L
Alpha Theory, Alpha Theory blog, Cameron Hight, loss aversion, P&L, Prospect Theory
Nov 28, 2022
The IKEA Effect: Don’t Overvalue Positions You’ve Built Yourself
Analytics
Portfolio Optimization
Portfolio Strategy
The IKEA Effect: Don’t Overvalue Positions You’ve Built Yourself
Alpha Theory, Alpha Theory blog, Cameron Hight, IKEA, explicit price targets, position sizing
Oct 27, 2022
The Impact Of Large Trades: Helping CenterBook Partner Funds Profit From Transaction Cost Analysis
Analytics
Portfolio Strategy
Risk Management
The Impact Of Large Trades: Helping CenterBook Partner Funds Profit From Transaction Cost Analysis
Alpha Theory, Alpha Theory blog, Cameron Hight, CenterBook Partners, quantitative, qualitative, alpha horizon
Sep 23, 2022
What Does It Mean To Be A Good Stock Picker? Part 2
Analytics
Portfolio Strategy
Probability-weighted Return
What Does It Mean To Be A Good Stock Picker? Part 2
Alpha Theory, Alpha Theory blog, Cameron Hight, stock picker, slugging percentage, randomness equation
Aug 11, 2022
What Does It Mean To Be A Good Stock Picker?
Analytics
Portfolio Strategy
Probability-weighted Return
What Does It Mean To Be A Good Stock Picker?
Alpha Theory, Alpha Theory blog, Cameron Hight, stock picker, batting average
Jul 28, 2022
8 Data Science Resources For Investment Management Professionals
Analytics
8 Data Science Resources For Investment Management Professionals
Alpha Theory, Alpha Theory blog, Cameron Hight, investment management professionals
Jun 24, 2022
Turtle Creek: The Discipline Behind 21% Compound Returns
Portfolio Strategy
Turtle Creek: The Discipline Behind 21% Compound Returns
Alpha Theory, Alpha Theory blog, Cameron Hight, portfolio optimization, Turtle Creek
May 26, 2022
March Madness Math 2.0
Analytics
March Madness Math 2.0
Alpha Theory, Alpha Theory blog, Cameron Hight, March Madness, win percentage, KenPom, probability
Mar 15, 2022
The 10-Year Streak: Alpha Theory 2021 Year In Review
Analytics
Portfolio Strategy
The 10-Year Streak: Alpha Theory 2021 Year In Review
Alpha Theory, Alpha Theory blog, Cameron Hight, All Manager dataset, price targets, position sizing
Feb 25, 2022
The January Effect: Cooling Investor Returns
Analytics
Portfolio Strategy
The January Effect: Cooling Investor Returns
Alpha Theory, Alpha theory blog, investor returns, All-Manager Alpha Theory dataset, tax-loss harvesting
Jan 27, 2022
A Lack Of Freshness Spoils Returns
Analytics
Behavioral Finance
External Articles
Institutional Investor
Portfolio Optimization
A Lack Of Freshness Spoils Returns
Alpha Theory, Alpha Theory blog, Cameron Hight, freshness, price targets, Good Judgement Inc
Dec 29, 2021
Getting Comfortable With Many, Micro Updates
Analytics
Behavioral Finance
External Articles
Institutional Investor
Portfolio Optimization
Getting Comfortable With Many, Micro Updates
Alpha Theory, Alpha Theory blog, Cameron Hight, superforecasters, superforecasting, Good Judgement Inc, micro updates
Nov 29, 2021
KISS, Or How To Make Money By Following Your Research
Analytics
Institutional Investor
Portfolio Optimization
Portfolio Strategy
Probability-weighted Return
KISS, Or How To Make Money By Following Your Research
Alpha Theory, Alpha Theory blog, Cameron Hight, probability-weighted return, edge, ROIC, CAGR
Oct 27, 2021
The Cost Of Volatility – The Path Dependency Of Returns
Analytics
Institutional Investor
Portfolio Optimization
Portfolio Strategy
Probability-weighted Return
The Cost Of Volatility – The Path Dependency Of Returns
Alpha Theory, Alpha Theory blog, Cameron Hight, volatility, path dependency
Sep 29, 2021
Caveats In Compounding
Analytics
Institutional Investor
Portfolio Strategy
Portfolio Optimization
Probability-weighted Return
Caveats In Compounding
Alpha Theory, Alpha Theory blog, Cameron Hight, compound annual growth rate, CAGR, compounding
Aug 31, 2021
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