…featured on the blog for the week ending 3/19/2021. The Posts We Discuss: Is Quality on Sale? Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal (Ep. 76) How…
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AQR’s Cliff Asness on the Value Outlook
…of value, for most multi-factor quants,” but noted that AQR did fairly well during that period. The last few years, according to Asness, have represented an “irrational, bubblish loss for…
Is Quality on Sale?
…ETF tool and look at one of the best performing value funds off the bottom. Below is the factor report for the Avantis Small-Cap Value ETF. Validea ETF Factor Report:…
Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal (Ep. 76)
In this episode, we are joined by Kevin Zatloukal. Kevin teaches Computer Science at the University of Washington and has his Ph.D. in Computer Science from MIT. He previously…
Value Investing is Back! Or is it?
…account any other factors). Here are the returns of these single factor portfolios from the bottom through March 5th of this year Value – 145.1% Low Quality – 132.6% Small…