…$87.3 trillion since October, could be a large factor in why stock prices are being pushed higher. And while the Fed has been gradually reducing the money supply in the…
Search Results for: factor
The Long and Short of Factor Investing
…of factor strategies we typically see in the real world since they are almost always run on a long only basis. This is not necessarily a problem. If a factor…
Factor Investing in Under the Radar Markets with Chris Covington
In this episode, we talk factor investing with AJO Vista Head of Investments Chris Covington. We discuss their unique approach to factor investing and how they apply it to less…
The (Risk-Adjusted) Returns Come Out at Night with Bruce Lavine
…the “Night Effect” with NightShares founder Bruce Lavine. We discuss what the “Night Effect’ is, what causes it, how it stands up to the tests of a strong investing factor…
The Surprising Investment Factor That Defies the Risk-Return Tradeoff
…it is probably best to first define what the factor is. What is Low Volatility? Defining low volatility is probably the easiest of all the factors we follow. Value can…
The Fed Screwed Up, Says Real Estate Mogul Sam Zell
…has a long track record of being overly optimistic—was too slow to factor in the impact of higher interest rates and now it’s being too quick to flip into excitement…
“We’re going to hit the brakes very hard,” says Summers
…factor in the likely possibility that there will be a half-percentage rate increase next month, yields on 2-year and 10-year Treasury notes advanced once again for the fourth week straight….
A Detailed Look at the Quality Factor
…varies widely among investors. Here is a description of the many factors that can go into defining quality from AQR Capital Management. AQR Capital Management has defined the factor (QMJ,…
Don’t Ask An Economist Where the GDP Is Headed
…strategies for the next year. One key factor that goes into that planning is where the gross domestic product (GDP) is headed, but whether or not those predictions are accurate…
The Core Principles of Momentum Investing
…investors who combine them can typically get comparable returns to the individual factors with less risk. The Downsides of Momentum Like all factors, momentum also has some weaknesses to go…