Vitali Kalesnik and Noah Beck of Research Affiliates provide a detailed analysis of how investors may be able to capture alpha in the small-cap sector. They liken investing in…
Tag: Alpha
Generating Alpha by Focusing on Active Fund Managers
Gary Miller, a manager with Frontier Asset Management, uses a complex statistical formula in an effort to identify the mix of “active managers” who outperform over time. “We come to…
Have Computer Algorithms Eliminated Alpha?
Today’s markets are dominated by computer-based trading and complicated algorithms that can profit from very small inefficiencies in the market over split second periods of time. Many argue that these…