Addepar Research

Higher-quality alpha from higher-quality data.

Making manager selection processes more systematic and data-driven by treating processes as algorithms.

Making more systematic, data-driven decisions in private markets.

Managing exposure to breakthrough technologies.

Exploring targeted solutions to investors’ cognitive biases, including mindfulness.

Our partners at Acervus Securities present a framework for private markets manager selection in an era of declining performance persistence.

A risk management framework for cash to help investors meet liquidity needs during periods of market stress.

A newly developed dataset, Addepar Investor Flows, can be used for performance attribution, risk assessment and to uncover new investment opportunities.

Translating better memos into stronger returns.

How capital market assumptions can power smarter portfolio decisions.

Use these principles to improve the adoption of new technology.

Maximizing alpha while smoothing capital calls.

Our data shows widely-used PE benchmarks are biased and not investable.

Why data governance is the bedrock of intelligent investing, and how to improve it.

Considerations for expected returns of liquidity in cash markets

Considerations for expected returns of credit in cash markets.

Considerations for expected returns of duration.

Monitoring quickly evolving cash markets.

An overview of existing methods and introduction of a novel approach.

A unified framework for handling drawdowns and recoveries.

Factor analysis can be a powerful tool for portfolio construction, capital allocation and attribution—helping investors to identify key risks and assess manager “alpha” generation.

An investor’s “identity”—sometimes referred as their “model”—is critical in setting asset allocation and implementing portfolio strategy.

Understand discounts, know your intermediary and more in secondary markets.