…varies widely among investors. Here is a description of the many factors that can go into defining quality from AQR Capital Management. AQR Capital Management has defined the factor (QMJ,…
Search Results for: factor
Don’t Ask An Economist Where the GDP Is Headed
…strategies for the next year. One key factor that goes into that planning is where the gross domestic product (GDP) is headed, but whether or not those predictions are accurate…
The Core Principles of Momentum Investing
…investors who combine them can typically get comparable returns to the individual factors with less risk. The Downsides of Momentum Like all factors, momentum also has some weaknesses to go…
Gold’s Awakening May Make Investors Restless
…the last 12 weeks, a mere disdain for crypto wouldn’t explain that resurgence. The precious metal is also getting a boost from global factors, such as the growing uncertainty in…
Investing Shorts: The Characteristics of a Good Investing Factor
Bridgeway’s Andy Berkin explains his six-step process for determining whether an investing factor is likely to continue to work going forward. https://www.youtube.com/shorts/u9aYd-V82UA See full interview with Andy Berkin…
Arnott: Put Money In Multi-Factor Strategies
…article. For investors who are looking to select the “right factors,” smart beta factors generally shift in cycles that are determined by the macroeconomic environment. Currently, defensive factors such as…
Four Lessons From Andy Berkin and Larry Swedroe
…core factors like value, momentum, quality and low volatility to a world where everyone is trying to find the latest great factor. And many of these new factors don’t stand…
A Complete Guide to Factor Investing with Andy Berkin
…a wide range of factor investing topics, including the future of value investing, composites vs. individual metrics, the different approaches to multi-factor investing and factor timing. We also talk about…
The Magic of Multi-Factor Investing
…to Multi-Factor Investing There are two major approaches to building multi-factor portfolios. Different people call them different things, but in general the first method involves treating each factor as a…
Another Year Down – Learning from Quant Models
…three categories: Factor ETF Model Portfolios: Hold factor ETFs based on how they rank on value, momentum and macroeconomic factors. Sector ETF Model Portfolios: Hold sector ETFs based on how…