Real-World & Alternative DataExtended setlive in productionNew
Smart Money Best Ideas
Updated quarterlyData needs: mediumlong only
SSRN
2010
SSRN preprint
Cohen, Polk & Silli 2010 + Frazzini-Kabiller-Pedersen 2018 'Buffett's Alpha'
Read the paper →
In plain terms
Most fund managers add little value across their full book — but their TOP overweight (highest-conviction name) outperforms by 4-9%/yr. Clone those.
How it works
A small set of 'smart' managers (Berkshire, Greenlight, Pershing, Baupost, Scion, Appaloosa) hold concentrated, high-conviction names. Their Top-1 overweight relative to benchmark outperforms their full portfolio.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- 13f holdings
A data feed this strategy reads, refreshed on its normal schedule.
- Manager whitelist
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- 4-9% ann. (Cohen-Polk-Silli 2010)
- Tested over
- 1991-2005
~4% ann. alpha (Cohen-Polk-Silli); 24% ann. in public Quantpedia replication
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Smart Money Best Ideas on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.