…always investing in stocks that are going through a crisis. Toby discusses this idea below. https://youtu.be/lK5TihMw9Eg [3] Wes Gray – There is No One Right Way to Build a Factor-Based…
Search Results for: factor
Twin Momentum: Combining Fundamental and Price Momentum Together In One Quantitative Model (Ep. 59)
The academic research supporting the momentum factor is very strong. But most of that research focuses on the momentum in a stock’s price. An interesting research paper written by Dashan…
If Not Now, When Will Value Return?
…we measure using normal earnings. Value is not a factor.” Pzena conducted an analysis of 14 U.S. recessions (dating back to the Great Depression) and 8 recessions in Japan since…
The Life Cycle of Investing Factors
…Factors typically work because there is some reason that investors avoid the types of stocks selected by the factor. For example, stocks selected using the value factor are typically riskier…
The Birth, Growth & Death of Investing Factors w/ ReSolve Asset Management's Adam Butler
…We discuss: The life cycle of investment factors and why the factors that have the strongest evidence to support them may be the most vulnerable to having their premiums reduced…