Mukul Pal

AlphaBlock

Toronto, Ontario M8Z 2H6

Canada

http://www.alphablock.org

SCHOLARLY PAPERS

40

DOWNLOADS
Rank 17,025

SSRN RANKINGS

Top 17,025

in Total Papers Downloads

4,560

SSRN CITATIONS
Rank 43,524

SSRN RANKINGS

Top 43,524

in Total Papers Citations

1

CROSSREF CITATIONS

15

Ideas:
“  AlphaBots are coming...  ”

Scholarly Papers (40)

1.

The Time Fractals

Number of pages: 21 Posted: 08 Apr 2010 Last Revised: 03 Sep 2021
Mukul Pal
AlphaBlock
Downloads 1,161 (27,933)
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 565 (74,017)

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 348 (131,141)
Citation 2

Abstract:

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Blockchain, Stock Exchanges

4.

Adaptive Market Hypothesis (Study of Assumptions)

Number of pages: 6 Posted: 07 Mar 2016 Last Revised: 21 Dec 2017
Mukul Pal
AlphaBlock
Downloads 286 (161,188)
Citation 1

Abstract:

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

5.

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 274 (168,526)

Abstract:

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emerging markets, BRIC’s countries, economic cycles

6.

Human AI

Number of pages: 9 Posted: 21 Mar 2017 Last Revised: 31 Jul 2017
Mukul Pal
AlphaBlock
Downloads 222 (207,078)
Citation 1

Abstract:

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Artificial Intelligence, Modern Finance, Web Singularity, Data Universality

7.

How Physics Solved Your Wealth Problem!

Number of pages: 18 Posted: 11 Oct 2016 Last Revised: 08 Aug 2017
Mukul Pal
AlphaBlock
Downloads 219 (209,800)
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.

What Is Value?

Number of pages: 51 Posted: 19 Mar 2016 Last Revised: 21 Dec 2017
Mukul Pal
AlphaBlock
Downloads 200 (228,068)
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

9.

Temporal Changes in Shiller's Exuberance Data

Number of pages: 12 Posted: 04 Feb 2011 Last Revised: 29 Nov 2017
AlphaBlock, Bucharest Academy of Economic Studiesaffiliation not provided to SSRN and Orpheus Capitals
Downloads 193 (235,480)
Citation 1

Abstract:

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Stock market volatility, Temporal Changes, Non Normal Distributions

10.

Momentum and Reversion

Number of pages: 7 Posted: 22 Aug 2015 Last Revised: 22 Jan 2022
Mukul Pal
AlphaBlock
Downloads 159 (278,209)

Abstract:

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Momentum, Reversion. Framework

11.

Mean Reversion Framework

Number of pages: 27 Posted: 20 May 2015 Last Revised: 08 Jun 2022
Mukul Pal
AlphaBlock
Downloads 133 (320,922)

Abstract:

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

12.

Reversion Diversion Hypothesis

Number of pages: 10 Posted: 15 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
AlphaBlock
Downloads 97 (400,862)
Citation 2

Abstract:

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

13.

The S&P 500 Myth

Number of pages: 12 Posted: 28 Jul 2022
Mukul Pal
AlphaBlock
Downloads 86 (435,692)

Abstract:

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14.

Web3 Alts

Number of pages: 5 Posted: 09 Jul 2022
Mukul Pal
AlphaBlock
Downloads 83 (441,844)

Abstract:

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Blockchain, Web3, Alternative Assets, Crypto

15.

The Size Proxy

Number of pages: 4 Posted: 17 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
AlphaBlock
Downloads 76 (464,949)
Citation 1

Abstract:

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Size Effect, Value Effect, Price Earning, Beta

16.

The Beta Maths

Number of pages: 5 Posted: 13 Dec 2016 Last Revised: 22 Jan 2022
Mukul Pal
AlphaBlock
Downloads 70 (486,328)

Abstract:

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

17.

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 70 (486,328)
Citation 1

Abstract:

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Price Distribution

18.

Is Reversion Statistical?

Number of pages: 4 Posted: 02 Dec 2015 Last Revised: 08 Aug 2017
Mukul Pal
AlphaBlock
Downloads 67 (497,654)

Abstract:

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Reversion, Divergence, Behavioral Finance

19.

Architecture of Data

Number of pages: 8 Posted: 16 Sep 2016 Last Revised: 06 Aug 2017
Mukul Pal
AlphaBlock
Downloads 64 (509,580)
Citation 1

Abstract:

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

20.

Stock Market Stationarity

Number of pages: 13 Posted: 10 Sep 2015 Last Revised: 22 Jan 2022
Mukul Pal and Marina Ferent-Pipas
AlphaBlock and Orpheus Indices
Downloads 58 (534,447)

Abstract:

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stationarity, stock market systems

21.

Web Singularity

Number of pages: 3 Posted: 19 Jan 2017 Last Revised: 06 Aug 2017
Mukul Pal
AlphaBlock
Downloads 28 (701,619)

Abstract:

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Web 3.0, Web 4.0, Web Singularity

22.

Observer Effect

Number of pages: 9 Posted: 16 Feb 2022
Mukul Pal
AlphaBlock
Downloads 27 (708,870)

Abstract:

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Quantum Physics, Time Fractals

23.

The [3N] Model of Life

Number of pages: 9 Posted: 20 Apr 2021 Last Revised: 08 Jun 2022
Mukul Pal
AlphaBlock
Downloads 27 (708,870)

Abstract:

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Second law of Thermodynamics, Maxwell's demon, Chaotic Systems, Perpetual Motion Machine, Intelligent Agents, Entropy, Preferential Attachment

24.

The Snowball Effect

Number of pages: 16 Posted: 08 Jul 2022
Mukul Pal
AlphaBlock
Downloads 26 (716,481)

Abstract:

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25.

Mechanisms of Psychology

Number of pages: 9 Posted: 07 Jun 2022
Mukul Pal
AlphaBlock
Downloads 15 (808,995)

Abstract:

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Psychology, Mechanisms, Intertemporal Choice, Markov Chain, Probabilities, States

26.

Hegemonic States

Number of pages: 3 Posted: 08 Jul 2022
Mukul Pal
AlphaBlock
Downloads 6 (897,376)

Abstract:

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27.

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

28.

Fruit Basket Paradox

Posted: 16 Sep 2016
Mukul Pal
AlphaBlock

Abstract:

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Size, Effect, Investment, Management

29.

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

30.

The Duration Factor

Posted: 11 Dec 2015
Mukul Pal
AlphaBlock

Abstract:

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Factor, Size, Value, Duration

31.

Arbitraging the Anomalies

Posted: 25 Sep 2015
Mukul Pal
AlphaBlock

Abstract:

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32.

Is Smart Beta Dumb?

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

Abstract:

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33.

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

34.

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

35.

The Disruptive Active

Posted: 02 Jan 2014
Mukul Pal
AlphaBlock

Abstract:

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

36.

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

37.

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

38.

The Toronto Cycles

Posted: 07 Oct 2011
Mukul Pal
AlphaBlock

Abstract:

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mean reversion, time fractals, divergence cycles, performance ranking

39.

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

40.

The Divergence Cyclicality

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

Abstract:

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

Other Papers (6)

Total Downloads: 175
1.

End of Behavioral Finance?

Number of pages: 2 Posted: 05 May 2013 Last Revised: 29 Nov 2017
Mukul Pal
AlphaBlock
Downloads 145

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 30

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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