Pim van Vliet
@pimvanvliet.bsky.social
Expect the latest research on quantitative investing! Conservative fund manager who likes data, history, and moral philosophy. ⛪️🇳🇱
Great news: paper accepted for 2026, 1,000+ downloads, and featured in The Idea Farm by @MebFaber! shorturl.at/fDuDa
November 12, 2025 at 2:27 PM
Great news: paper accepted for 2026, 1,000+ downloads, and featured in The Idea Farm by @MebFaber! shorturl.at/fDuDa
Discover the Top 10 CFA blogs for Q3! Featuring 'No Asset Is Safe—But Some Lose Less' Link here: shorturl.at/7DZG7 #CFA #Investing #Finance #Quant
Top 10 Blogs from Q3: Private Market Reckoning, Fed Pivots, the Case for Low-Vol - CFA Institute Enterprising Investor
Top 10 blogs from Q3 reveal what investors read most: a private market reckoning, Fed pivots, and the resilience of low-volatility strategies.
shorturl.at
October 15, 2025 at 11:31 AM
Discover the Top 10 CFA blogs for Q3! Featuring 'No Asset Is Safe—But Some Lose Less' Link here: shorturl.at/7DZG7 #CFA #Investing #Finance #Quant
New article! I hadn’t seen this framing before, so I wrote it down. Factor premiums exist because markets aren’t fully efficient. The key is how investors use them. It depends on the objective: absolute (SR) or active (IR). The best results come from integration factors and signals
shorturl.at/6anZZ
shorturl.at/6anZZ
September 22, 2025 at 7:21 AM
New article! I hadn’t seen this framing before, so I wrote it down. Factor premiums exist because markets aren’t fully efficient. The key is how investors use them. It depends on the objective: absolute (SR) or active (IR). The best results come from integration factors and signals
shorturl.at/6anZZ
shorturl.at/6anZZ
Better than Gold?
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant
The golden rule of investing | Robeco Global
Check out how low volatility stocks may be a better safe haven than gold. Read our research.
shorturl.at
September 9, 2025 at 6:50 AM
Better than Gold?
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant
A strategic allocation to low-risk equities beats even a 10% gold position. Downloads of this paper are surging like the gold price itself – now past 3,000 shorturl.at/0z8Qr 📈 #gold #quant
Pleasant surprise! 😀Our new low-volatility paper is #1 in SSRN’s Financial Economics Network over the past 60 days.
Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm
Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm
August 11, 2025 at 9:24 AM
Pleasant surprise! 😀Our new low-volatility paper is #1 in SSRN’s Financial Economics Network over the past 60 days.
Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm
Low-volatility stocks deliver long-term alpha, yet it is missing from standard models. It should be included, accounting for asymmetry and real-world frictions. shorturl.at/QyAHm
No Asset Is Safe—But Some Lose Less - CFA Institute Enterprising Investor
shorturl.at/7Jiqy
shorturl.at/7Jiqy
July 29, 2025 at 7:51 PM
No Asset Is Safe—But Some Lose Less - CFA Institute Enterprising Investor
shorturl.at/7Jiqy
shorturl.at/7Jiqy
Happy to share our brand new paper, "Factoring in the Low-Volatility Factor," done with Amar and Guido! It reveals why the low-volatility factor is missing from standard models, highlighting asymmetry in factor alpha and real-world frictions. Download full paper here: shorturl.at/E6c0I
June 16, 2025 at 10:09 AM
Happy to share our brand new paper, "Factoring in the Low-Volatility Factor," done with Amar and Guido! It reveals why the low-volatility factor is missing from standard models, highlighting asymmetry in factor alpha and real-world frictions. Download full paper here: shorturl.at/E6c0I
Congrats to @L_Swinkels on reaching 100,000 downloads on SSRN! 🎉
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938
May 22, 2025 at 9:27 AM
Congrats to @L_Swinkels on reaching 100,000 downloads on SSRN! 🎉
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938
Highly recommend his work on The Global Market Portfolio — essential reading for any long-term investor.👉https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=295938
What if the equity premium fades in the next 10 years? New CFA blog out today blogs.cfainstitute.org/investor/202...
When the Equity Premium Fades, Alpha Shines
As the equity risk premium declines, alpha becomes critical. Discover how investors can adapt through factor strategies and global diversification.
blogs.cfainstitute.org
May 1, 2025 at 9:26 PM
What if the equity premium fades in the next 10 years? New CFA blog out today blogs.cfainstitute.org/investor/202...
Ready to rethink risk & return? I’ve shared 5 game-changing books that shaped my perspective, now featured on Shepherd Books. Dive in! shepherd.com/best-books/c...
The best books that change the way you think about risk and return
Pim van Vliet shares the 5 best books on change the way you think about risk and return. Have you read Against the Gods?
shepherd.com
April 14, 2025 at 9:20 AM
Ready to rethink risk & return? I’ve shared 5 game-changing books that shaped my perspective, now featured on Shepherd Books. Dive in! shepherd.com/best-books/c...
72 ways to craft a low-vol portfolio—all work (sort of). Check out Cirulli et al.’s new paper on low-risk investing
shorturl.at/W2Iyd
shorturl.at/W2Iyd
April 3, 2025 at 9:47 AM
72 ways to craft a low-vol portfolio—all work (sort of). Check out Cirulli et al.’s new paper on low-risk investing
shorturl.at/W2Iyd
shorturl.at/W2Iyd
Fresh update: Low-volatility data now 10 years out of sample! The paradox persists. Check the latest data here: www.paradoxinvesting.com/data
March 12, 2025 at 12:53 PM
Fresh update: Low-volatility data now 10 years out of sample! The paradox persists. Check the latest data here: www.paradoxinvesting.com/data
X is down today… markets down. Silver lining: Low volatility stocks up: is stagflation coming? We looked at the impact on returns
papers.ssrn.com/sol3/papers....
papers.ssrn.com/sol3/papers....
March 10, 2025 at 4:55 PM
X is down today… markets down. Silver lining: Low volatility stocks up: is stagflation coming? We looked at the impact on returns
papers.ssrn.com/sol3/papers....
papers.ssrn.com/sol3/papers....
Last Friday, the S&P500 surged in the final hours—month-end rebalancing in action? As bonds rallied and stocks dipped in Feb, the shift was clear. Popular new paper by
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK
March 3, 2025 at 1:27 PM
Last Friday, the S&P500 surged in the final hours—month-end rebalancing in action? As bonds rallied and stocks dipped in Feb, the shift was clear. Popular new paper by
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK
@camharvey eth al reveals this costs investors $16B yearly & enables front-running. shorturl.at/Bp3ZK
New paper alert! The authors uncover five factors which best price corporate bonds: the market, short-maturity, bond value, equity momentum, and accruals factors. Results support factor based active/defensive strategies. A great (long) read. Link: shorturl.at/kAvDn #FactorInvesting #CorporateBonds
February 17, 2025 at 9:01 AM
New paper alert! The authors uncover five factors which best price corporate bonds: the market, short-maturity, bond value, equity momentum, and accruals factors. Results support factor based active/defensive strategies. A great (long) read. Link: shorturl.at/kAvDn #FactorInvesting #CorporateBonds
This weekend DeepSeek became more popular on US Google searches than Gemini and Chat GPT. With its cost-effective model, it's prompting a reevaluation of the high valuations of some AI giants. Could this trigger a disruptive shakeup? 📉💡 #AI #Disruption #DeepSeek
January 27, 2025 at 8:25 AM
This weekend DeepSeek became more popular on US Google searches than Gemini and Chat GPT. With its cost-effective model, it's prompting a reevaluation of the high valuations of some AI giants. Could this trigger a disruptive shakeup? 📉💡 #AI #Disruption #DeepSeek
Happy 2025! January often sees momentum stocks falter and defensive value stocks shine. Will this year follow the pattern? Let’s find out!
January 2, 2025 at 11:53 AM
Happy 2025! January often sees momentum stocks falter and defensive value stocks shine. Will this year follow the pattern? Let’s find out!
New paper highlights how #AI can not only uncover stock prediction signals but also 'write' the paper after the results are known: Hypothesizing After Results are Known (HARK). A warning to quants: AI just leveled up. shorturl.at/GsAFi
December 17, 2024 at 12:49 PM
New paper highlights how #AI can not only uncover stock prediction signals but also 'write' the paper after the results are known: Hypothesizing After Results are Known (HARK). A warning to quants: AI just leveled up. shorturl.at/GsAFi
In our brand-new paper, Leveraging the Low-Volatility Effect, co-authored by Lodewijk van der Linden and Amar Soebhag, PhD we dive into how investors can use leverage to unlock the power of this underutilized defensive strategy. Check out five practical cases here: shorturl.at/Fz6GT
December 13, 2024 at 6:16 PM
In our brand-new paper, Leveraging the Low-Volatility Effect, co-authored by Lodewijk van der Linden and Amar Soebhag, PhD we dive into how investors can use leverage to unlock the power of this underutilized defensive strategy. Check out five practical cases here: shorturl.at/Fz6GT
Excited to kick off my BlueSky account to explore and share the latest in Quant Investing research! Stay tuned for a 'starter pack' I'll be sharing on this topic soon. Suggestions for must-read names are welcome
December 13, 2024 at 2:52 PM
Excited to kick off my BlueSky account to explore and share the latest in Quant Investing research! Stay tuned for a 'starter pack' I'll be sharing on this topic soon. Suggestions for must-read names are welcome