Mukul Pal

AlphaBlock

Toronto, Ontario M8Z 2H6

Canada

http://www.alphablock.org

SCHOLARLY PAPERS

33

DOWNLOADS
Rank 15,422

SSRN RANKINGS

Top 15,422

in Total Papers Downloads

3,079

CITATIONS

15

Ideas:
“  AlphaBots are coming...  ”

Scholarly Papers (33)

1.

The Time Fractals

Number of pages: 21 Posted: 08 Apr 2010 Last Revised: 08 Aug 2017
Mukul Pal
AlphaBlock
Downloads 958 (22,844)
Citation 1

Abstract:

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Fractals, Power Law, Time Cycles, Mandelbrot, Elliott

2.

AlphaBlock

Number of pages: 29 Posted: 16 Nov 2017 Last Revised: 16 Mar 2018
Mukul Pal
AlphaBlock
Downloads 500 (54,982)

Abstract:

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Blockchain, Alternative Assets, Smart Contracts, Asset Pricing

3.

How Blockchain Could Disrupt Wall Street!

Number of pages: 4 Posted: 09 Nov 2016 Last Revised: 15 Oct 2017
Mukul Pal
AlphaBlock
Downloads 298 (100,822)
Citation 1

Abstract:

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Blockchain, Stock Exchanges

4.

The BRIC Model from a Japanese Perspective - Pre and Post Financial Crisis Review and Forecasts

EAECS Asian workshop in Kyoto Sustainability and Future Perspectives of Emerging Markets - Kyoto Institute of Economic Research
Number of pages: 8 Posted: 06 Aug 2010 Last Revised: 02 Oct 2017
Ioan Alin Nistor and Mukul Pal
Orpheus Capitals and AlphaBlock
Downloads 257 (117,978)

Abstract:

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emerging markets, BRIC’s countries, economic cycles

5.

What Is Value?

Number of pages: 51 Posted: 19 Mar 2016 Last Revised: 21 Dec 2017
Mukul Pal
AlphaBlock
Downloads 173 (172,049)
Citation 2

Abstract:

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Value, Random Walk, Efficiency, Growth, Investing, Economic History, MPT, Adaptive Market Hypothesis, Efficient Market Hypothesis, Reversion Diversion Hypothesis, Behavioral Finance

6.

Temporal Changes in Shiller's Exuberance Data

Number of pages: 12 Posted: 04 Feb 2011 Last Revised: 29 Nov 2017
Mukul Pal, Adrian Mitroi and Megh Shah
AlphaBlock, Bucharest Academy of Economic Studies and Orpheus Capitals
Downloads 166 (178,304)
Citation 1

Abstract:

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Stock market volatility, Temporal Changes, Non Normal Distributions

7.

How Physics Solved Your Wealth Problem!

Number of pages: 18 Posted: 11 Oct 2016 Last Revised: 08 Aug 2017
Mukul Pal
AlphaBlock
Downloads 161 (182,984)
Citation 2

Abstract:

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Economics, Finance, Physics, Probability, Market Efficiency, Market Inefficiency, Behavioral Finance, Mean Reversion, Pareto, Power Laws, Efficient Market Hypothesis, Smart Beta, Dumb Beta

8.

Human AI

Number of pages: 9 Posted: 21 Mar 2017 Last Revised: 31 Jul 2017
Mukul Pal
AlphaBlock
Downloads 138 (207,804)
Citation 1

Abstract:

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Artificial Intelligence, Modern Finance, Web Singularity, Data Universality

9.

Adaptive Market Hypothesis (Study of Assumptions)

Number of pages: 6 Posted: 07 Mar 2016 Last Revised: 21 Dec 2017
Mukul Pal
AlphaBlock
Downloads 134 (212,861)
Citation 1

Abstract:

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Efficient Market Hypothesis, Information, Random Walk Hypothesis, Market Inefficiency, Adaptive Market Hypothesis, Reversion Diversion Hypothesis

10.

Reversion Diversion Hypothesis

Number of pages: 10 Posted: 15 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
AlphaBlock
Downloads 73 (319,801)
Citation 2

Abstract:

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Efficient Market Hypothesis, Information, Random Walk Hypothesis, Market Inefficiency

11.

The Size Proxy

Number of pages: 4 Posted: 17 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
AlphaBlock
Downloads 54 (372,997)
Citation 1

Abstract:

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Size Effect, Value Effect, Price Earning, Beta

12.

Is Reversion Statistical?

Number of pages: 4 Posted: 02 Dec 2015 Last Revised: 08 Aug 2017
Mukul Pal
AlphaBlock
Downloads 52 (379,356)

Abstract:

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Reversion, Divergence, Behavioral Finance

13.

Scale-Dependent Price Fluctuations for the Indian Stock Market

Number of pages: 7 Posted: 13 Sep 2011 Last Revised: 08 Aug 2017
Boston University - Department of Physics, AlphaBlock, Boston University - Center for Polymer Studies and Online Derivatives
Downloads 51 (382,653)
Citation 1

Abstract:

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Price Distribution

14.

Architecture of Data

Number of pages: 8 Posted: 16 Sep 2016 Last Revised: 06 Aug 2017
Mukul Pal
AlphaBlock
Downloads 42 (414,260)
Citation 1

Abstract:

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Architecture, Complexity, Smart Beta, Market Efficiency, Complex Network, Pareto

15.

Web Singularity

Number of pages: 3 Posted: 19 Jan 2017 Last Revised: 06 Aug 2017
Mukul Pal
AlphaBlock
Downloads 22 (507,158)

Abstract:

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Web 3.0, Web 4.0, Web Singularity

16.

The Black Swan

Posted: 28 Feb 2017
Mukul Pal
AlphaBlock

Abstract:

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Power Law, Normal Distribution, Persistence, Mean Reversion, Black Swans, Outliers, Mean Reversion Framework

17.

The Beta Maths

Posted: 13 Dec 2016 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Market Capitalization, Size Factor, Modern Portfolio Theory, Beta, Smart Beta

18.

Fruit Basket Paradox

Posted: 16 Sep 2016
Mukul Pal
AlphaBlock

Abstract:

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Size, Effect, Investment, Management

19.

Value-Growth Factor

Posted: 12 May 2016 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Excess Returns, Size Factor, Value Factor, Fama and French, Beta

20.

The Duration Factor

Posted: 11 Dec 2015
Mukul Pal
AlphaBlock

Abstract:

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Factor, Size, Value, Duration

21.

Arbitraging the Anomalies

Posted: 25 Sep 2015
Mukul Pal
AlphaBlock

Abstract:

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22.

Stock Market Stationarity

Posted: 10 Sep 2015
Mukul Pal and Marina Ferent-Pipas
AlphaBlock and Orpheus Indices

Abstract:

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stationarity, stock market systems

23.

Is Smart Beta Dumb?

Posted: 06 Sep 2015 Last Revised: 25 Mar 2017
Mukul Pal
AlphaBlock

Abstract:

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24.

Momentum and Reversion

Posted: 22 Aug 2015 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Momentum, Reversion. Framework

25.

Markov and the Mean Reversion Framework

Posted: 26 May 2015 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Mean Reversion Framework, Probability, Markov Transition

26.

Mean Reversion Framework

Posted: 20 May 2015 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Francis Galton, Mean Reversion, Divergence, Relative Performance, Natural Systems

27.

The Short Index

Posted: 02 Jan 2014 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Short Indexing, Short Strategy, Hedging

28.

The Disruptive Active

Posted: 02 Jan 2014
Mukul Pal
AlphaBlock

Abstract:

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Active Investing, Passive Investing, Active Indexing, Passive Indexing, Design

29.

Mean Reversion Indexing

Posted: 15 May 2012 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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mean reversion, stationarity, behavioral finance, asset selection

30.

The 'Three Systems'

Posted: 31 Mar 2012 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Three Systems, Geometry, Sierpinski, Geology, Social Expression, Time Triads

31.

The Toronto Cycles

Posted: 07 Oct 2011
Mukul Pal
AlphaBlock

Abstract:

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mean reversion, time fractals, divergence cycles, performance ranking

32.

Time Duration Decay in Romanian Capital Markets

Financial and Monetary Stability in Emerging Countries Conference, December 2010
Posted: 11 Apr 2011 Last Revised: 27 Jun 2017
Mukul Pal and Ioan Alin Nistor
AlphaBlock and Orpheus Capitals

Abstract:

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stock market, exponentiality, decay, time

33.

The Divergence Cyclicality

Economics Policy Journal, 2010
Posted: 10 Apr 2011
Mukul Pal and Ioan Alin Nistor
AlphaBlock and Orpheus Capitals

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divergence, cyclicality, relative performance, rate of change, assets, rank, distribution

Other Papers (6)

Total Downloads: 133
1.

End of Behavioral Finance?

Number of pages: 2 Posted: 05 May 2013 Last Revised: 29 Nov 2017
Mukul Pal
AlphaBlock
Downloads 128

Abstract:

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Stock market volatility, Mean Reversion, Temporal Changes, Non Normal Distributions

2.

Tech Tokenization

Number of pages: 2 Posted: 17 May 2019
Mukul Pal
AlphaBlock
Downloads 5

Abstract:

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Tokenization

3.

The October Low

Posted: 15 Mar 2017
Mukul Pal
AlphaBlock

Abstract:

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October Seasonality

4.

Why is CAPM not CRAP

Posted: 19 Jan 2015
Mukul Pal
AlphaBlock

Abstract:

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CAPM, Fama and French, Divergence, Market Idealization

5.

Style Box, Broken or Fixed?

Posted: 17 Jan 2015 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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Style Box, Industry Standards, Investing Style

6.

Datafy that Nudge

Posted: 26 May 2014 Last Revised: 27 Jun 2017
Mukul Pal
AlphaBlock

Abstract:

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