Armin Norouzi

Tag: algorithmic trading

Factor Investing Risks: The Portfolio Turnover Cost of Style ETFs

March 29, 2026

An engineering analysis of how MSCI’s algorithmic Value and Growth classifications force unnecessary portfolio turnover and degrade long-term investor returns.
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Quantifying Fear: Why Volatility is the Mirror Image of Returns

March 15, 2026

A data-driven analysis of the VIX as a buy signal. Historical data proves that buying extreme fear (>40) triples equity returns compared to buying complacency.
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The January Effect: Structural Alpha or Arbitraged Away?

January 11, 2026

Is the January Effect dead? I analyzed 30 years of Russell 2000 data. Discover why the signal has decayed and where small-cap alpha still hides in 2025.
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AI Software Engineer at Google | PhD in AI & Engineering | Writing about AI, Engineering, Investing, and Personal Finance.