Alphablock

The 45° Test If you want to test machines that claim to beat the market, you should use the 45° test, which says that if the market has to cover the longest distance, it should not travel at 60° or 30° but 45°. Because the higher the slant less sustainable the structure, the lower the…

Alpha is ESG! Alpha is an ESG concept. Alpha is the returns above the benchmark. If the S&P 500 delivers 5% in a year and say for example the Exceptional & Rich U.S. 500 delivers 15% using the same 500, at a similar annual turnover and volatility, for the same period, the Alpha is 10%.…

Flummoxed by Netflix! If you feel unlucky having had the misfortune of holding both Facebook and Netflix (NFLX) and first seeing your Facebook holdings explode and now Netflix, you might want to find a way to avoid getting flummoxed again. Source: Google Finance Smart investing is not just about What you hold, it’s also about…

If Wired magazine readers would have a liking for financial fiction, the six-word headline of this article would be a featured story for various reasons. First; 30 year annualized returns for S&P 500 have been around 10% and it required buy-hold and forget from the 1990s. Second; Warren Buffett and a handful more have delivered…

I had the opportunity to pitch AlphaBlock at the Canadian Fintech Forum conference on April 5, 2022 organized by the amazing team at Framework Venture Partners. And though I had the best response ever for AlphaBlock as a business and an idea, with a ton of positivity, trickling even on day 2 of the event,…

Drawdown analysis is one of the most critical visuals and statistics you can ask for from your asset manager. It’s like asking her (him) to show you how bad the performance of an active strategy can get. The longer the history, the deeper the insight into a fund, a strategy, a model, or an equity…

I don’t understand, why it’s so hard to call an apple, an apple and a poor performance, a poor performance. We celebrate failure as the foundation stone for the tech revolution and we find it so hard to admit poor performance, when it comes to funds. There should be a more open conversation. What went…

Adam Smith and Thomas Malthus met and discussed the “Invisible Hand”. I wrote this fiction as a part of an assignment while attending a creative writing program at Wesleyan University in 2017 wishing and imagining a meeting of the giants.