Some Thoughts on Multi-Factor Investing

By Jack Forehand (@practicalquant) —  Last week, I interviewed Liqian Ren of WisdomTree for our Five Questions series about multi-factor investing. The topics we covered were fairly complex so I wanted to take a step back and discuss some of the concepts in more detail. The basic theory of multi-factor investing is pretty simple. It has been widely proven that factors like value and momentum can outperform the market over long periods of time. But no reward… Read More