Category: Research Paper
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Alpha Decay
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Alpha Decay is a ground-breaking academic paper co-authored by Rick Di Mascio, CEO of Inalytics, Anton Lines from Columbia Business School and Narayan Y. Naik from London Business School. Using transaction level data from a sample of professional asset managers, the authors observed positive incremental alpha on newly purchased stocks that decays over the twelve…
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Memory vs. Analytics in Elite Sports & Fund Management
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Our memories can be poor tools for providing comprehensive information of an event, a reality which impacts both elite athletes and fund managers who want to use information on past performance to improve. Utilising analytics to improve performance Focusing on not just the dramatic moments, but the more nuanced details and missed opportunities, at Inalytics…
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Are top athletes and fund managers really worlds apart?
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Superstar performance Are the causes of Andy Murray’s success really that different to Warren Buffett’s? Both are superstars in their own fields; high achievers who are richly rewarded. Fans of both believe they are highly skilled at their chosen profession. For athletes like Murray, his coaches have a wealth of data and performance statistics, which…