…stretch since the beginning of the year,” citing the following factors at play: An economic recovery should bolster the earnings power of value stocks. Price discrepancies between growth and value…
Search Results for: factor
Weekly Highlights: Quality on Sale?, Machine Learning, and Why Peter Lynch May the GOAT Stock Picker
…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…
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 was…
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…
Bridgeway's John Montgomery On Their Unique Culture and Lessons From a 25+ Years in Quant Investing
…compensation of its highest paid team members relative to the lowest paid. The firm has also built an excellent long-term record managing quantitative, factor-based strategies. In the interview, we discuss…
Some Practical Ways to Look at Blending Factors
…look at combining factors is to start by thinking about what derails factor-based portfolios in the real world. We have accepted the fact that no matter how we combine factors…
The Elusive Definition of Risk – And Some Practical Ways to Measure It (Ep. 71)
…to help optimize results for the focused factor-based strategies we follow. We hope you enjoy the discussion. Watch, Listen or Stream on YouTube or your Favorite Podcast Platform https://youtu.be/DK_MElTkJZE Jack’s…
Weekly Guru Investor Highlights: Basics of Value Investing, Market Timing is Bad & Evolving Factors
…Basics of Value Investing A Detailed Look At Joel Greenblatt’s Magic Formula Method Why Investors Should Not Try to Time the Market Swedroe on the Battle of Factor Models https://youtu.be/x4ptuOsgGVY…