Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 25 July 2026
2023-02-03 08:27:00 Friday ET

Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2023. Our proprietary alpha investment model outperforms the ma
2017-04-01 06:40:00 Saturday ET

With the current interest rate hike, large banks and insurance companies are likely to benefit from higher equity risk premiums and interest rate spreads.
2018-10-17 12:33:00 Wednesday ET

The Trump administration blames China for egregious currency misalignment, but this criticism cannot confirm *currency manipulation* on the part of the Chin
2018-03-07 07:34:00 Wednesday ET

President Trump tweets his key decision to oust State Secretary Rex Tillerson after several months of intense disagreement over diplomatic affairs. Trump so
2026-07-01 11:29:00 Wednesday ET

In recent years, higher American economic growth has been impressive both by historical standards and in comparison to the rest of the world. American excep
2020-09-15 08:38:00 Tuesday ET

Macro eigenvalue volatility helps predict some recent episodes of high economic policy uncertainty, recession risk, or rare events such as the recent rampan