…return of 7.10%.” It explains, however, that price-to-book is only one factor to consider and that, over the same ten-year period, the use of price-earnings ratios has been more effective….
Search Results for: factor
Podcasts of the Week: Pysh, Arnott & Thaler
…time. Factor timing is also a hot topic these days. The issue of whether you can enhance returns by adding exposure to factors that are cheap historically and reducing exposure…
What Passive Investing Might Mean for Stock Pickers
…that new research is showing “how the rise of passive investing—tracking a basket of securities rather than picking individual ones—is changing the makeup of markets.” Investors are reviewing factors such…
Lessons From Over a Decade of Managing Money Using Quant Strategies
…on everything I’ve learned, I’m pleased to say that the principles I initially believed have proven to be mostly correct. These include; following factor-based strategies with strong historical track records,…
Insights on Increasing Concerns Regarding Quant Funds
…at the New York Stock Exchange hit a record high. In May, Goldman Sachs reported that hedge fund leverage is at a post-crisis high.” Another factor contributing to increasing concerns,…
Podcasts of the Week: the Blockchain, Wettlaufer & Miller
…from it. Miller is someone who uses a lot of qualitative factors that can’t be modelled, but he also outlines some core fundamental factors used in his investment approach. His…
Three Slogans that Don't Work for Money Managers, But Should
…was out of favor, they would actually be encouraging the type of behavior that produces the best returns. Jim O’Shaughnessy, who is a pioneer in factor based investing, talks about…
Factor Strategy Focus – Benjamin Graham
…downside protection. Factors Used in Strategy The following are the individual factors used within this strategy. We have grouped them by the widely used factor categories: Size, Value, Quality, and…
Podcasts of the Week: Dalio, Bass, Gardner & Egan
…of those things in relation to Bass’ thesis on China. David Gardner – Invest Like the Best – 9/12/2017 Our mission at Validea is to identify the best quantitative, factor-based…
What A 238 Mile Sailboat Race Can Teach About Investing
…to be blowing in the most favorable direction to produce the most boat speed. Second, secondary factors like the Tide also need to be considered. When we combined all these…