…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,…
Search Results for: factor
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…
In a High Market, Investors Should Prepare for a Downturn
…are very high that you should rebalance,” and return to a mix of assets more closely aligned with your risk profile. Sommer underscores how behavioral considerations are an important factor….
BlackRock's Ang on Factor Investing
Andrew Ang, who runs factor investing at BlackRock, argues that factor investing remains “the language of investment excellence” despite naysaying by the likes of Vanguard’s Jack Bogle and smart-beta pioneer…
The Best Investing Podcasts
…explanations include things people don’t necessarily want to hear, like the fact that focused factor-based strategies can underperform for periods of years, but Wes has a talent for explaining it…
Quant Funds Showing Weaker Returns
…that “pedestrian” quant strategies or factor investing “won’t survive.” He argues that quant funds need to exploit market inefficiencies to be successful, that they’re “waiting for the sucker to come…