Mukul Pal

Alphablock

Toronto, Ontario M8Z 2H6

Canada

http://https://alphablock.org

SCHOLARLY PAPERS

44

DOWNLOADS
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SSRN RANKINGS

Top 16,770

in Total Papers Downloads

5,551

SSRN CITATIONS
Rank 42,589

SSRN RANKINGS

Top 42,589

in Total Papers Citations

6

CROSSREF CITATIONS

15

Ideas:
“  AlphaBots are coming...  ”

Scholarly Papers (44)

1.

The Time Fractals

Number of pages: 21 Posted: 08 Apr 2010 Last Revised: 03 Sep 2021
Mukul Pal
Alphablock
Downloads 1,240 (31,199)
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 595 (84,577)

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 362 (152,792)
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 361 (153,254)
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 281 (199,969)

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 248 (226,509)
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 246 (228,309)
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.

The S&P 500 Myth

Number of pages: 12 Posted: 28 Jul 2022
Mukul Pal
Alphablock
Downloads 224 (249,932)

Abstract:

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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 223 (250,990)
Citation 1

Abstract:

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Stock market volatility, Temporal Changes, Non Normal Distributions

10.

What Is Value?

Number of pages: 51 Posted: 19 Mar 2016 Last Revised: 21 Dec 2017
Mukul Pal
Alphablock
Downloads 219 (255,283)
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

11.

Momentum and Reversion

Number of pages: 7 Posted: 22 Aug 2015 Last Revised: 22 Jan 2022
Mukul Pal
Alphablock
Downloads 184 (299,099)

Abstract:

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Momentum, Reversion. Framework

12.

Mean Reversion Framework

Number of pages: 27 Posted: 20 May 2015 Last Revised: 08 Jun 2022
Mukul Pal
Alphablock
Downloads 163 (332,620)
Citation 1

Abstract:

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

13.

Web3 Alts

Number of pages: 5 Posted: 09 Jul 2022
Mukul Pal
Alphablock
Downloads 123 (416,272)

Abstract:

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Blockchain, Web3, Alternative Assets, Crypto

14.

Reversion Diversion Hypothesis

Number of pages: 10 Posted: 15 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
Alphablock
Downloads 114 (440,482)
Citation 2

Abstract:

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

15.

The Size Proxy

Number of pages: 4 Posted: 17 Nov 2015 Last Revised: 07 Aug 2017
Mukul Pal
Alphablock
Downloads 86 (532,954)
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 85 (536,623)

Abstract:

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

17.

The Snowball Effect

Number of pages: 16 Posted: 08 Jul 2022
Mukul Pal
Alphablock
Downloads 80 (556,613)

Abstract:

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18.

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 80 (556,613)
Citation 1

Abstract:

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Price Distribution

19.

Architecture of Data

Number of pages: 8 Posted: 16 Sep 2016 Last Revised: 06 Aug 2017
Mukul Pal
Alphablock
Downloads 76 (573,271)
Citation 1

Abstract:

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

20.

Is Reversion Statistical?

Number of pages: 4 Posted: 02 Dec 2015 Last Revised: 08 Aug 2017
Mukul Pal
Alphablock
Downloads 76 (573,271)

Abstract:

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Reversion, Divergence, Behavioral Finance

21.

Revolutionizing Active Investing With Machine Learning

Number of pages: 20 Posted: 23 Jan 2024
Alphablock, Technical University of Cluj-Napoca, Technical University of Cluj-Napoca, Technical University of Cluj-Napoca, Alphablock, Alphablock, Independent and Independent
Downloads 75 (577,562)

Abstract:

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Machine Learning, Active Investing, Random Forest Regressor

22.

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 69 (604,745)

Abstract:

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stationarity, stock market systems

23.

Machine Beta, Statistical Factors, Non-Linear Mechanisms And The [3N] Methodology

Number of pages: 33 Posted: 29 Jan 2024
Alphablock, Alphablock and Alphablock
Downloads 68 (609,312)

Abstract:

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Machine Beta, Smart Beta, Indexing, Market Cap Indexes

24.

The [3N] Model of Life

Number of pages: 9 Posted: 20 Apr 2021 Last Revised: 08 Jun 2022
Mukul Pal
Alphablock
Downloads 52 (694,204)

Abstract:

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

25.

The [3N] Method

Number of pages: 10 Posted: 25 Feb 2023
Mukul Pal
Alphablock
Downloads 41 (766,046)

Abstract:

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26.

Observer Effect

Number of pages: 9 Posted: 16 Feb 2022
Mukul Pal
Alphablock
Downloads 41 (766,046)

Abstract:

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Quantum Physics, Time Fractals

27.

Mechanisms of Psychology

Number of pages: 9 Posted: 07 Jun 2022
Mukul Pal
Alphablock
Downloads 39 (780,491)

Abstract:

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

28.

Web Singularity

Number of pages: 3 Posted: 19 Jan 2017 Last Revised: 06 Aug 2017
Mukul Pal
Alphablock
Downloads 34 (818,581)

Abstract:

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Web 3.0, Web 4.0, Web Singularity

29.

How Passive MCAP Investing Method Is Harmful to Your Wealth!

Number of pages: 6 Posted: 22 Feb 2023
Mukul Pal
Alphablock
Downloads 33 (826,533)

Abstract:

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30.

Markov and the Mean Reversion Framework

Number of pages: 9 Posted: 26 May 2015 Last Revised: 25 Apr 2023
Mukul Pal
Alphablock
Downloads 17 (972,957)

Abstract:

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Mean Reversion Framework, Probability, Markov Transition

31.

Hegemonic States

Number of pages: 3 Posted: 08 Jul 2022
Mukul Pal
Alphablock
Downloads 16 (982,970)

Abstract:

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32.

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

33.

Fruit Basket Paradox

Posted: 16 Sep 2016
Mukul Pal
Alphablock

Abstract:

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Size, Effect, Investment, Management

34.

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

35.

The Duration Factor

Posted: 11 Dec 2015
Mukul Pal
Alphablock

Abstract:

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Factor, Size, Value, Duration

36.

Arbitraging the Anomalies

Posted: 25 Sep 2015
Mukul Pal
Alphablock

Abstract:

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37.

Is Smart Beta Dumb?

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

Abstract:

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38.

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

39.

The Disruptive Active

Posted: 02 Jan 2014
Mukul Pal
Alphablock

Abstract:

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

40.

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

41.

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

42.

The Toronto Cycles

Posted: 07 Oct 2011
Mukul Pal
Alphablock

Abstract:

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mean reversion, time fractals, divergence cycles, performance ranking

43.

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

44.

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: 191
1.

End of Behavioral Finance?

Number of pages: 2 Posted: 05 May 2013 Last Revised: 29 Nov 2017
Mukul Pal
Alphablock
Downloads 160

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 31

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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