Investing Research Articles

The Inflation Forecast now incorporates actual total and core Consumer Price Index (CPI) data for September 2026. The actual total (core) inflation rate is higher than (a little higher than) forecasted.

Can artificial intelligence (AI) models help compose world class financial research?In his September 2026 paper entitled “AI and Scholarship in Financial Economics”, Campbell Harvey details the 45-minute process of drafting a submission to the April...

Can the evolving set of artificial intelligence (AI) platforms based on large language models (LLM) plausibly assess how widespread investor use of AIs to screen investment strategies will affect markets? As a simple exploration, we...

Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to identify attractive investment strategies? As a simple exploration, we pose to each of Grok, ChatGPT, Claude,...

Below is a weekly summary of our research findings for 10/5/26 through 10/9/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to assess the credibility of an investment strategy/model? As a simple exploration, we pose to each of...

Does the evolving set of artificial intelligence (AI) platforms based on large language models offer a quick way to validate research conclusions? As a simple exploration, we pose to each of Grok, ChatGPT, Claude, Perplexity...

Can artificial intelligence (AI) platforms based on large language models rapidly analyze interactions among economic growth, inflation and asset class returns? To investigate, we pose to Claude the following prompt: Please construct charts with U.S....

Can investors use leveraged exchange-traded funds (ETF) to construct attractive versions of simple 60%/40% (60/40) and 40%/60% (40/60) stocks-bonds portfolios? In their March 2020 presentation package entitled “Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios...

Is the conventional investment advice to allocate 60%-80% to stocks and 20%-40% to bonds in a personal long-term portfolio sensible? In his September 2026 paper entitled “Don’t Fix Your Fixed Income Allocation”, Douglas Lucas examines...

Below is a weekly summary of our research findings for 9/28/26 through 10/2/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

Does the evolving set of artificial intelligence (AI) platforms based on large language models have sensible forecasts for the path of Federal Reserve target federal funds rate? As a simple exploration, we pose to each...

Can artificial intelligence usefully estimate intrinsic firm value without cues from market prices? In his September 2026 paper entitled “Valu(AI)tion: Machine Value and Market Prices”, Marc Schmitt builds a machine analyst that each year forecasts...

We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined...

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for October 2026. SACEMS rankings could change by the close. SACEVS allocations are...

Are managed futures, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider six managed futures ETFs, five live and one dead: WisdomTree Managed Futures Strategy (WTMF) – seeks positive total returns in rising...

Are hedge fund-oriented strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider 10 ETFs, five live and five dead (in order of inception dates): NYLI Hedge Multi-Strategy Tracker ETF (QAI) – seeks...

Can large language models (LLM) rapidly replicate findings of financial market research? In his August 2026 paper entitled “Does Empirical Finance Replicate?”,  Dmitriy Muravyev tasks an autonomous LLM pipeline with reproducing the main result of...

Below is a weekly summary of our research findings for 9/21/26 through 9/25/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...

Are equity multifactor strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider eight multifactor ETFs, all currently available: iShares Edge MSCI Multifactor USA (LRGF) – holds large and mid-cap U.S. stocks with...

Do sophisticated retail investors make money with their news-driven stock trades? In his September 2026 paper entitled “Heterogeneous Retail Investors and their Trading Behavior”, Andrew Glover employs trade size to categorize retail traders as either...

Does the evolving set of artificial intelligence (AI) platforms based on large language models have sensible views on the most important financial market trends for individual investors? As a simple exploration, we pose to each...

Are preferred stock strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider seven of the largest preferred stock ETFs, all currently available, in order of longest to shortest available histories: Invesco Financial...

A subscriber asked about current evidence that high-dividend stocks outperform the market. To investigate, we compare performances of 10  exchange-traded funds (ETFs) holding high-dividend stocks to that of SPDR S&P 500 (SPY) as a proxy for...

Below is a weekly summary of our research findings for 9/14/26 through 9/18/26. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to...