CORE-E
Core-E Publications
The Replication
Famous factor-investing papers make big claims. We replicate them — same rules, real data, live paper portfolios — and publish what actually happens, including when it goes wrong.
What you get
Real replications
We rebuild the strategy from the paper's own rules and run it forward on live paper portfolios — not backtest screenshots.
Shown work
Methods, portfolio rules, and rebalance notes, written for people who want to check the work, not take our word for it.
Corrections in public
When we get something wrong, we say so in its own post. That's the point of replication.
Free to read. Always.
Nothing is paywalled and nothing ever will be — paid subscriptions are patronage, not access. If the work is useful to you, patron tiers start at $5/month and keep it free for everyone else.
The Replication is research and education, not investment advice. Nothing published is a recommendation to buy or sell any security.