…fed has raised rates, “financial conditions are as loose as ever” and credit is readily available. The dollar, says De Vaulx, “keeps bouncing back,” which is a negative factor for…
Search Results for: factor
Will Factor Investing Kill Hedge Funds?
…a hedge fund killer,” through its participation in the “revolution” of factor investing that is “sweeping through the asset management industry.” The article, which describes factor investing as “part of…
Quants Find Profit in ETF Anomaly
…who led the Deutsche team, concludes, “Whether or not it’s a factor is debatable. But this is an anomaly that we found and it’s worth exploring further.” …
BAM's Swedroe Discusses Size Effect
…is made stronger when size is “combined with the newer common factors of profitability, quality and defensive (low beta).” The quality factor is important with respect to the size premium:…
The Double Edged Sword of Avoiding Value Traps
…between avoiding the bad stocks while not avoiding the good ones is an incredibly difficult one, and even the best investors and factor-based systems struggle with it. I have seen…
If You Take Risk, Get Compensated for It
By Jack Forehand (@practicalquant) — Investing can seem incredibly complex at times. With the rise of complicated computer-based strategies, more and more factors being discovered every day, and even more…
Considerations in Momentum Investing
…returns on capital in many cases, but those ingredients don’t always lead to market outperformance. There are so many factors at play when deciding whether or not a stock should…
Most Read Posts on Validea's Guru Investor
…Tips for the Contrarian Investor [3] Research Affiliates Says Spread Factor Bets [4] Ritholtz Ranks What Helps or Hurts Investment Returns ——- Photo: Copyright: arcady31 / 123RF Stock Photo …
Slower Earnings Growth Will Test Bull Market
…into the cycle. Whether earnings roll over is going to be the deciding factor that ends this cycle.” According to Titus Wealth Management managing director Scot Lance, companies would have…
Swedroe Talks Factors and Fixed Income
In a recent article for ETF.com, BAM Alliance director of research Larry Swedroe discusses how factor investing can apply to the bond market, even though it has been slower to…