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Of the main components of the investment process, transaction costs is the most often overlooked.  Transaction costs can be divided into direct costs such as commissions, fees, and taxes and indirect costs like market impact and opportunity costs.  Not only does Atlas Capital’s e500 strategy minimize the direct costs associated with trading but due to …

Factor-Based Investing (also known as “Smart Beta”) attempts to identify specific factors historically associated with stronger risk-adjusted returns, and create index weightings with inclination toward one or more of these factors. Factor-Based Investing…
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The size of a company is represented by its market capitalization (number of shares outstanding multiplied by market price per share). Typically, small companies tend to be more risky and produce higher excess returns compared to large companies…
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The concept of the short term reversal seems at first to be contrary to that of momentum, however the time line considered is the key difference. Stock price momentum is a persistent signal over a period of time thatexcludes the most recent one or two months.
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In 1992-1993, Eugene Fama and Kenneth French published several academic papers that provided investing ideas that expanded on the classic Capital Asset Pricing Model (CAPM). They showed that over long periods of time, 90% of returns from diversified …
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Stock momentum is the concept that a stock that has performed well recently will continue to perform well, and that a stock that has performed poorly will also continue to perform poorly. Behaviorally, people tend to hold on to and buy stocks that have consistently…
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