In this episode, Jack Forehand and Matt Zeigler dive deep into one of the most debated topics in modern finance with special guest Dave Nadig. This episode explores how passive…
Author: Validea
Validea's Top 10 Joel Greenblatt Magic Formula Stocks - November 2024
Joel Greenblatt developed an elegantly straightforward yet powerful investment methodology known as the Magic Formula, detailed in “The Little Book That Beats the Market.” The strategy distills complex stock analysis…
Bigger Extremes, Better Returns | Cliff Asness on the "Less Efficient Market Hypothesis"
In this episode of Excess Returns, we sit down with AQR founder Cliff Asness for a fascinating discussion about market efficiency, behavioral finance, and the future of quantitative investing. In…
Validea Trend Following Update: November 2024
Below is our trend following update for November of 2024. Our trend following system uses multiple moving averages to identify the long-term trend in a variety of equity indexes, asset…
The Six Most Controversial Takes from Excess Returns in 2024
In this episode of Two Quants and a Financial Planner, Jack and Matt dive into some of the most controversial takes we’ve heard on Excess Returns in 2024. From Aswath…
The Magic of Simplicity: Joel Greenblatt's Two-Factor Investment Strategy
In a field where complexity often reigns supreme, Joel Greenblatt’s “Magic Formula” stands out for its remarkable simplicity. Using just two variables to select stocks, this approach has produced impressive…
Research Paper Summary: "Migration" by Eugene Fama and Ken French
In a landmark paper titled “Migration,” finance luminaries Eugene Fama and Kenneth French uncover the dynamic mechanisms driving two of investing’s most studied phenomena: the small-cap and value premiums. Their…
Five Top Twin Momentum Stocks
The Twin Momentum strategy, based on research by Dashan Huang and his colleagues, represents an innovative approach to momentum investing that combines both fundamental and price momentum factors. This dual…
Validea's Top Benjamin Graham Stocks - November 2024
Benjamin Graham, widely recognized as the pioneer of value investing, developed a methodical approach to identifying undervalued stocks. Validea has adapted Graham’s principles into a systematic strategy that prioritizes financial…
Validea's Value Spread Report: November 2024
Here is the latest value spread update for November 2024 from Validea’s market valuation tool. Rather than focusing on market-cap weighted indexes like the S&P 500, our tool focuses on…