Some Practical Ways to Look at Blending Factors
This post discusses some basic principles that they think can possibly achieve success when building multi-factor models.
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This post discusses some basic principles that they think can possibly achieve success when building multi-factor models.
The game of chess shows us that there are reasons why declining to take a particular position today may actually offer better long-term prospects for portfolios, and a higher probability of winning the long game.
Seth Meyer, Brent Olson, and Nick Schommer from Janus Henderson Investors, discuss the benefits of collaboration in their stock and bond analysis.
Why do so many investors sell, and then lose money on the asset, only to discover that if they would have waited, the price of the asset would have recovered?
In this episode, we look at some of the most important risks we face as investors, and why they are impossible to disentangle from our own behavior.
In this episode, we take a deep dive into momentum investing with Alpha Architect’s Jack Vogel. We discuss why momentum works, how it is measured, and some potential ways to enhance the returns of momentum strategies.
In this episode, we look at Lynch’s approach to investing and our quantitative strategy based on him, which we extracted from his book One Up On Wall Street.
In this episode, we look at the importance of expectations in investing and how investors can look at this issue.
To bring 2020 to a close, we took a look at our five most popular interviews of the year and found the most important lesson we learned from each of them. We bring all those lessons together in our final episode of the year.
To reach a broader range of families, a number of states have implemented programs that seek to address the issue of accessibility, encourage participation, and target underserved populations.
In this episode we discuss this paper and the pros and cons of combining fundamental and price momentum.
Ant Group and WeWork are recent high-profile examples of floats that didn’t make it over the line. Should investors be worried if a company changes its mind?
The idea of the purely quantitative strategy may be more of a myth than a reality and it is likely just as important to evaluate the people and process behind a quant strategy than the strategy itself.
A long-awaited step for the transition to Secured Overnight Financing Rate (SOFR) happened in October with more than $7.2 trillion notional shifting from the Fed Funds rate.
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