Some key points from our ML paper: -combining models is powerful, even if component models are very simple -boosting (over-weighting prior errors in next model) works well -there are non-linear patterns in widely known investing factors Full report: osam.com/Commentary/ml-…

Looking forward to my conversation tomorrow with Chris Meredith and hearing about the latest research CFA Society Philadelphia #HNW bit.ly/2PrDyyw

Join us for the Seminar for Global Investors July 22-25, hosted with CFA Society Chicago. Extraordinary line up of speakers this year including Meltem Demirors , Danielle DiMartino Booth , Chris Meredith , Arun Sundararajan , Zingales and many more! Register today!

Great time talking with Corey about all the great people I get to work with at OSAM. Thanks Corey!

New OSAM Paper: Using a new data set that we call Deep History, I compare the recent underperformance of Value to the time period of 1926-1941, offer a theory connecting the two periods and why these regimes of Growth may be related and episodic. osam.com/Commentary/val…

In case you missed it - Chris Meredith looks at major tech revolutions to discuss the Growth vs Value paradigm and potential for what the future could look like. The Wall Street Journal writer James Mackintosh wrote based on Chris' recent work. Read both below. osam.com/Commentary/val…

Lauren, thank you for inviting me to speak at the CFA Institute Seminar for Global Investors. Best in class educational event, and honored to participate. And really enjoyed you moderating our discussion! Hope we can do it again soon, Chris

Only thing I like better than doing research, is mentoring an up and coming talent like @dnitiutomo. Congratulations to Danny and our Research Partners at QuantIP for this great paper exploring the relationship between innovation and future earnings. osam.com/Commentary/mis…

Don't miss Monday's #OddLots: Chris Meredith of O'Shaughnessy Asset Management talks with @TracyAlloway & Joe Weisenthal about why value investing, one of the oldest investing strategies, hasn't been working recently. Subscribe today. bloom.bg/2zuDXts

The new Odd Lots is out! Joe Weisenthal and I speak with Chris Meredith about why value investing has been doing absolutely terribly. He uses historic data to argue that underperformance of value tends to coincide with major technological revolutions. bloomberg.com/news/articles/…

For the last year, OSAM has been building. Next week, we will unveil a new piece of investing software built for advisers and allocators. It combines our best research and technology. It is the first of its kind. A teaser here: canvas.osam.com

New O'Shaughnessy Asset Management paper on using machine learning to improve value investing, by @kczat. This is second part in a series on applying ML to investing. We show the potential power of clustering techniques to improve simple measures like p/book. osam.com/Commentary/ml-…

Releasing research on ESG with some thoughts on how to improve ESG investing. Customization, Alpha Factors and overcoming challenges with ESG data. osam.com/Commentary/esg…

My 2019 letter to investors: - value lost because of incredible multiple expansion in growth stocks - value stocks delivered much better business results - earnings expectation gap for growth vs value near the 2000 high - S&P 500 priced for bad returns canvas.osam.com/Commentary/Blo…

A flash podcast to discuss the oil price wars with my friends at Deep Basin Capital: - Major oil players and motivations - what does it mean to "win" a price war - Impact on U.S. shale, energy stocks, and adjacent stocks - path forward for the sector investorfieldguide.com/deepbasin2/

1) Just wrapped with Bryan Krug of Artisan talking high yield credit, out later tonight. 2) Also just spoke with Bill Gurley and Chetan Puttagunta, out in the morning. A ton of great thinking, information, and advice from all of them. Hope you find it useful.

Flash podcast with Bryan Krug of Artisan Partners on corporate credit: - corporate high yield and investment grade credit - sectors within high yield - coronavirus - Credit spreads - dangers & opportunities - why comparisons to 2008 may be misplaced investorfieldguide.com/krug2/

Great work extending the Value-Growth analysis back to 1870!

Proud of O'Shaughnessy Asset Management for having surpassed $1b very quickly on our Canvas platform. Even more thankful to our RIA partners, which is a community we love to serve. Thanks Dave Nadig for putting it in perspective, spot on! wealthmanagement.com/equities/osam-…

OSAM's canvas.osam.com platform has crossed $2 Billion in AUM! So proud of the entire team at OSAM. Also very thankful to our advisor partners for guiding us to what they needed/wanted Canvas to be able to do. Onward!