A recent paper based on analysis by Research Affiliates shows that once research data is analyzed outside the original sample period, about half the factors were “not robust,” according to…
Search Results for: factor
Validea’s Justin Carbonneau on the Acquirer’s Multiple Podcast
…Pabrai; Buffett’s incredible long-term returns; Tax management strategies and quantitative investing; Trying to avoid value traps; The importance of investing discipline and conviction; Factor timing; And lots more https://www.youtube.com/watch?v=93ZZx44J4So If…
Five More Questions: Factor Investing with Jim O’Shaughnessy
…and say, okay, what are the factors you’re using? What’s the evidence for those factors? What’s the win rate versus the loss rate? So I guess it’s a little more…
When the Best Investors Disagree
…conclusions. Let me give you an example from some of the interviews I have done. There is significant debate among factor investors about which factor to use. Some have a…
The Death of the Traditional Passive Fund
…or factor-based funds. Only 5 percent signaled they would increase their traditional passive positions. These views, the article reports, are driven by lower future return expectations across markets and an…
Hulbert: Surprising Connection Between Bull Market and Share Buybacks
…by far the most important factor in the outperformance of certain countries’ stock markets in recent decades. The researchers,” he adds, “found little support for this belief.” The study, which…
Five Questions: Factor Investing with Jim O’Shaughnessy
By Jack Forehand (@practicalquant) Factor investing has grown dramatically in recent years. But it is far from new. As those of us who invest using factors seek to learn more…
Long Term Compounding Using Low Volatility & Other Fundamental Factors
…with lower volatility. What’s more, when you apply a volatility factor to things like size and value you actually get additional levels of alpha generation. So the lower the risk,…
Five Questions: The Importance of Narratives with Ben Hunt
…I think factor-based strategies will work over time and how the factors like value that have worked in the past are likely to continue to work in the future. In…
The Mechanics of Value Investing
…reason), the more exposure to the value factor it has, and the better the long-term returns will likely be. But with more focus comes more tracking error, which means that…