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Blog Post
Don’t Just Sit There…Tax Loss Harvest
By: Euan Mackay
August 2022
- Blog Post
- Euan Mackay
- Canvas • Tax Management

Blog Post
Four Themes That All Allocators Should Consider
By: OSAM Research Team
July 2022
- Blog Post
- OSAM Research Team
- Factors • Markets

Letter
OSAM Founder Jim O’Shaughnessy to Retire at Year End
By: Patrick O’Shaughnessy
June 2022
- Letter
- Patrick O’Shaughnessy

Article
How are advisors using Canvas? Takeaways from 2 years of Custom Indexing
By: Euan Mackay
February 2022
- Article
- Euan Mackay
- Canvas • ESG • Factors • Indexing
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Article
Technology & Data Analysis: The Evolution of Risk Management (Pt. 2)
By: Jamie Catherwood
December 2021
- Article
- Jamie Catherwood
- Financial History
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Press Release
Custom Indexing Leader Canvas® Doubles Assets Under Management in 2021, Crossing $2 Billion
By: O'Shaughnessy Asset Management
November 2021
- Press Release
- O'Shaughnessy Asset Management
- Canvas

Whitepaper
The Great Inflation, Factors, and Stock Returns
By: Ehren Stanhope
October 2021
- Whitepaper
- Ehren Stanhope
- Factors • Markets • Portfolio Construction • Keystone Resources
- Value • Momentum • Shareholder Yield • Quality

Article
Falling Chandeliers & The Evolution of Risk Management (Part 1)
By: Jamie Catherwood
October 2021
- Article
- Jamie Catherwood
- Canvas • Financial History • Portfolio Construction
Letter
A Letter to Clients On Franklin Templeton Acquisition
By: Patrick O’Shaughnessy
September 2021
- Letter
- Patrick O’Shaughnessy
Whitepaper
The Concentrated Stock Puzzle
By: OSAM Research Team
September 2021
- Whitepaper
- OSAM Research Team
- Canvas • Indexing • Machine Learning • Tax Management
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Commentary
Canvas Q2 Commentary
By: OSAM Research Team
July 2021
- Commentary
- OSAM Research Team
- Canvas • Indexing • Markets
- Value • Momentum • Shareholder Yield • Stability

Article
Custom Indexing: The Benefits of Unbundling
By: OSAM Research Team
July 2021
- Article
- OSAM Research Team
- Canvas • ESG • Indexing • Tax Management

Article
Dividends: A 400-Year-Old Practice
By: Jamie Catherwood
May 2021
- Article
- Jamie Catherwood
- Canvas • Financial History • Strategies
- Shareholder Yield

Article
2021 Market FAQ
By: Ehren Stanhope
May 2021
- Article
- Ehren Stanhope
- Factors • Markets
- Value
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Article
Investing in Environmental Protection
By: OSAM Research Team
April 2021
- Article
- OSAM Research Team
- Canvas • ESG • Indexing

Article
Investing in Women Empowerment
By: OSAM Research Team
March 2021
- Article
- OSAM Research Team
- Canvas • ESG • Indexing

Article
ESG and the Biden Administration
By: OSAM Research Team
March 2021
- Article
- OSAM Research Team
- ESG

Article
Investing in Social Justice
By: OSAM Research Team
March 2021
- Article
- OSAM Research Team
- Canvas • ESG • Indexing

Article
Helping Financial Advisors Solve ESG Investing Challenges
By: OSAM Research Team
March 2021
- Article
- OSAM Research Team
- Canvas • ESG • Indexing • Portfolio Construction • Keystone Resources

Article
Technology & The Financial Printing Press
By: Jamie Catherwood
February 2021
- Article
- Jamie Catherwood
- Canvas • Financial History

Article
History, Platforms & Mass Customization
By: Jamie Catherwood
February 2021
- Article
- Jamie Catherwood
- Canvas • Financial History • Indexing

Article
The Road to Custom Indexing: Investment Vehicles
By: Jamie Catherwood
February 2021
- Article
- Jamie Catherwood
- Canvas • ESG • Financial History • Indexing

Commentary
Q4 2020 Factor Performance Comments
By: OSAM Research Team
January 2021
- Commentary
- OSAM Research Team
- Canvas • Factors • Markets
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Podcast
Podcast: Custom Indexing is a Tidal Wave Coming at the Investment Business
By: Josh Brown
January 2021
- Podcast
- Josh Brown
- Canvas • Indexing

Video
Webinar: What's Going On With Value?
By: OSAM Research Team
December 2020
- Video
- OSAM Research Team
- Factors • Markets
- Value

Commentary
Custom Indexing: The Next Evolution of Index Investing
By: Patrick O’Shaughnessy
December 2020
- Commentary
- Patrick O’Shaughnessy
- Canvas • Indexing • Strategies

Whitepaper
Upside-Down Markets: Profits, Inflation and Equity Valuation in Fiscal Policy Regimes
By: Jesse Livermore
September 2020
- Whitepaper
- Jesse Livermore
- Factors • Markets

Commentary
OSAM Update: Blizzard, Winter, or Ice Age
By: Patrick O’Shaughnessy
March 2020
- Commentary
- Patrick O’Shaughnessy
- Factors • Markets
- Value • Quality

Commentary
An Update From OSAM
By: Patrick O’Shaughnessy
March 2020
- Commentary
- Patrick O’Shaughnessy
- Factors
- Value • Momentum • Shareholder Yield • Quality

Article
The Factor Archives: Value
By: Jamie Catherwood
February 2020
- Article
- Jamie Catherwood
- Factors • Financial History
- Value

Article
The Factor Archives: Momentum
By: Jamie Catherwood
December 2019
- Article
- Jamie Catherwood
- Factors • Financial History
- Momentum

Article
The Factor Archives: Shareholder Yield
By: Jamie Catherwood
November 2019
- Article
- Jamie Catherwood
- Factors • Financial History
- Shareholder Yield

Article
The Factor Archives: A History of Factor Investing
By: Jamie Catherwood
November 2019
- Article
- Jamie Catherwood
- Factors • Financial History
- Value

Whitepaper
ESG the Right Way: Customization and Not Scale
By: OSAM Research Team
October 2019
- Whitepaper
- OSAM Research Team
- ESG
- Value • Momentum • Quality

Commentary
O’Shaughnessy Quarterly Investor Letter Q3 2019
By: Patrick O’Shaughnessy
October 2019
- Commentary
- Patrick O’Shaughnessy

Article
Shareholder Yield: A Differentiated Approach to an ‘Efficient’ Market – US Large Cap Value
By: OSAM Research Team
September 2019
- Article
- OSAM Research Team
- Factors
- Shareholder Yield

Whitepaper
ML & Investing Part 2: Clustering
By: Kevin Zatloukal
September 2019
- Whitepaper
- Kevin Zatloukal
- Machine Learning
- Value

Article
Q & A with Phil Huber
By: Patrick O’Shaughnessy
September 2019
- Article
- Patrick O’Shaughnessy
- Canvas

Article
Introducing Canvas
By: Patrick O’Shaughnessy
September 2019
- Article
- Patrick O’Shaughnessy
- Canvas • Keystone Resources

Whitepaper
Mispriced Innovation – Patents as a Leading Indicator for Earnings Growth
By: Daniel Nitiutomo, Phlip Creutzmann, Lucas Von Reuss
July 2019
- Whitepaper
- Daniel Nitiutomo • Phlip Creutzmann • Lucas Von Reuss
- Factors
- Value • Earnings Growth • Earnings Quality

Whitepaper
Value Is Dead, Long Live Value
By: Chris Meredith
July 2019
- Whitepaper
- Chris Meredith
- Factors
- Value • Momentum

Whitepaper
The Earnings Mirage: Why Corporate Profits are Overstated and What It Means for Investors
By: Jesse Livermore
July 2019
- Whitepaper
- Jesse Livermore
- Markets
- Value • Shareholder Yield • Earnings Growth • Earnings Quality

Podcast
Patrick O'Shaughnessy - The Capital Allocators Podcast with Ted Seides
By: Patrick O’Shaughnessy
June 2019
- Podcast
- Patrick O’Shaughnessy

Article
An Ancient Relationship: FinTech and Financial Advice
By: Jamie Catherwood
May 2019
- Article
- Jamie Catherwood
- Canvas

Commentary
O’Shaughnessy Quarterly Investor Letter Q1 2019
By: Patrick O’Shaughnessy
March 2019
- Commentary
- Patrick O’Shaughnessy

Commentary
O’Shaughnessy Quarterly Investor Letter Q4 2018
By: Patrick O’Shaughnessy
January 2019
- Commentary
- Patrick O’Shaughnessy

Whitepaper
ML & Investing Part 1: From Linear Regression to Ensembles of Decision Stumps
By: Kevin Zatloukal
December 2018
- Whitepaper
- Kevin Zatloukal
- Machine Learning
- Value

Whitepaper
Alpha within Factors
By: Chris Meredith, Jesse Livermore, Patrick O’Shaughnessy
November 2018
- Whitepaper
- Chris Meredith • Jesse Livermore • Patrick O’Shaughnessy
- Factors • Keystone Resources
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Commentary
O’Shaughnessy Quarterly Investor Letter Q3 2018
By: Patrick O’Shaughnessy
September 2018
- Commentary
- Patrick O’Shaughnessy
Article
Announcing a New OSAM Research Partner
By: Patrick O’Shaughnessy
July 2018
- Article
- Patrick O’Shaughnessy
Commentary
O’Shaughnessy Quarterly Investor Letter Q2 2018
By: Patrick O’Shaughnessy
June 2018
- Commentary
- Patrick O’Shaughnessy

Whitepaper
Factors from Scratch
By: Chris Meredith, Jesse Livermore, Patrick O’Shaughnessy
May 2018
- Whitepaper
- Chris Meredith • Jesse Livermore • Patrick O’Shaughnessy
- Factors • Keystone Resources
- Value • Momentum • Earnings Growth

Article
Announcing OSAM Research Partners
By: Patrick O’Shaughnessy
May 2018
- Article
- Patrick O’Shaughnessy

Whitepaper
Dimensions of Return
By: Ehren Stanhope
April 2018
- Whitepaper
- Ehren Stanhope
- Portfolio Construction
- Value

Whitepaper
Negative Equity, Veiled Value, and the Erosion of Price-to-Book
By: OSAM Research Team
April 2018
- Whitepaper
- OSAM Research Team
- Factors
- Value • Shareholder Yield

Whitepaper
Purgatory for Pessimists: An Unemotional, Factor-Based Approach to International Equities
By: Ehren Stanhope
December 2017
- Whitepaper
- Ehren Stanhope
- Markets
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
Microcap as an Alternative to Private Equity
By: Chris Meredith, Patrick O’Shaughnessy
December 2017
- Whitepaper
- Chris Meredith • Patrick O’Shaughnessy
- Strategies
- Value • Momentum • Quality

Whitepaper
A Returns-Based Approach: Incorporating U.S. Microcap in Equity Allocations
By: Ehren Stanhope
October 2017
- Whitepaper
- Ehren Stanhope
- Strategies
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
Microcaps — Factor Spreads, Structural Biases, and the Institutional Imperative
By: Ehren Stanhope
August 2017
- Whitepaper
- Ehren Stanhope
- Strategies
- Value • Momentum • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
They Can’t All Be That Smart
By: Chris Meredith
July 2017
- Whitepaper
- Chris Meredith
- Indexing
- Value • Shareholder Yield
Whitepaper
A Factor Alpha Approach to REITs
By: OSAM Research Team
June 2017
- Whitepaper
- OSAM Research Team
- Strategies
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
Factors Are Not Commodities
By: Chris Meredith
March 2017
- Whitepaper
- Chris Meredith
- Factors
- Value • Momentum • Quality

Whitepaper
Price-to-Book’s Growing Blind Spot
By: Chris Meredith
November 2016
- Whitepaper
- Chris Meredith
- Factors
- Value

Whitepaper
Buybacks Bears and Bulls
By: Chris Meredith
October 2016
- Whitepaper
- Chris Meredith
- Markets
- Value • Shareholder Yield

Whitepaper
Peculiar Stock Leadership in 2016
By: OSAM Research Team
July 2016
- Whitepaper
- OSAM Research Team
- Markets
- Value

Whitepaper
The Economic Cycle: A Factor Investor’s Perspective
By: Ehren Stanhope
May 2016
- Whitepaper
- Ehren Stanhope
- Factors
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
Alpha or Assets? Factor Alpha vs. Smart Beta
By: Patrick O’Shaughnessy
April 2016
- Whitepaper
- Patrick O’Shaughnessy
- Factors • Keystone Resources
- Value • Shareholder Yield

Whitepaper
The Inefficient Canadian Market
By: OSAM Research Team
April 2016
- Whitepaper
- OSAM Research Team
- Canada
- Value • Momentum

Whitepaper
A True Microcap Strategy
By: Jim O’Shaughnessy
March 2016
- Whitepaper
- Jim O’Shaughnessy
- Strategies
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
The Dangers of Indexing in Canada
By: OSAM Research Team
February 2016
- Whitepaper
- OSAM Research Team
- Canada • Indexing
- Value • Momentum

Whitepaper
Stocks You Shouldn’t Own
By: OSAM Research Team
January 2016
- Whitepaper
- OSAM Research Team
- Markets
- Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
High Conviction Buybacks
By: Patrick O’Shaughnessy
August 2015
- Whitepaper
- Patrick O’Shaughnessy
- Markets
- Value • Shareholder Yield

Whitepaper
Inefficiency Breeds Opportunity in Small Cap Equities
By: Chris Meredith, Ehren Stanhope
July 2015
- Whitepaper
- Chris Meredith • Ehren Stanhope
- Strategies
- Value • Momentum • Quality • Earnings Growth • Financial Strength • Earnings Quality

Whitepaper
A Logical Antidote to Indexing
By: Ehren Stanhope
March 2015
- Whitepaper
- Ehren Stanhope
- Indexing • Strategies
- Value • Momentum • Shareholder Yield • Quality • Earnings Growth • Financial Strength • Earnings Quality
Whitepaper
The Power of Share Repurchases
By: Patrick O’Shaughnessy
June 2014
- Whitepaper
- Patrick O’Shaughnessy
- Factors • Keystone Resources
- Value • Shareholder Yield • Quality • Earnings Quality

Whitepaper
Value & Momentum—Building a Unique Canadian Equity Portfolio
By: OSAM Research Team
March 2014
- Whitepaper
- OSAM Research Team
- Canada
- Value • Momentum • Shareholder Yield

Whitepaper
Combining the Best of Passive and Active Investing
By: Patrick O’Shaughnessy
March 2013
- Whitepaper
- Patrick O’Shaughnessy
- Indexing
- Value

Whitepaper
OSAM Research: Dividend Yield vs. Dividend Growth
By: OSAM Research Team
September 2012
- Whitepaper
- OSAM Research Team
- Factors
- Value

Whitepaper
Why U.S. Investors Should Look Beyond Dividend Yield
By: Patrick O’Shaughnessy
March 2012
- Whitepaper
- Patrick O’Shaughnessy
- Factors
- Value • Shareholder Yield • Quality

Whitepaper
Inflation and the US Bond and Stock Markets
By: Jim O’Shaughnessy
April 2011
- Whitepaper
- Jim O’Shaughnessy
- Markets
- Value • Momentum • Shareholder Yield

Whitepaper
The Economy and the Stock Market
By: Patrick O’Shaughnessy
September 2010
- Whitepaper
- Patrick O’Shaughnessy
- Markets

Whitepaper
Thoughts on the Correction
By: OSAM Research Team
May 2010
- Whitepaper
- OSAM Research Team
- Markets
Whitepaper
A Generational Opportunity
By: Jim O’Shaughnessy
March 2009
- Whitepaper
- Jim O’Shaughnessy
- Markets
