…and more back tested results accompanying investment products. In fact, much of the evidence that support things like value and momentum, which are used in countless investment products, is based…
Search Results for: momentum
Swedroe on Factors in Emerging Market Stocks
…Emerging Markets.” Among the many findings of the study–which covers 27 emerging market countries for the period between 1988 and 2014—here are some highlights: Size, value and momentum anomalies are…
Could Simple be the New Complex?
…the beginning. The initial valuation screen is typically followed an extensive series of quality checks, potentially some sort of momentum overlay, and a series of negative screens to exclude firms…
Co-Manager of Bond Fund with 8% Returns Shares Market Insights
…Foley, adding that emerging markets are now in the “early to middle stage of a growth cycle, with positive momentum.” “Dollar-based bonds trade close to their long-term average compared to…
Will Factor Investing Kill Hedge Funds?
…a brief history of factor investing, going back to the 1992 paper published by Eugene Fama and Kenneth French) and outlines some of the defining factors used (i.e. value, momentum,…
Knowing When Your Investment Process Has Failed
…believe it will work. Low cost indexing is a process with long-term evidence to support it. So is using factors like value or momentum. Picking stocks based on the recommendations…
Artificial Intelligence and Stocks
…momentum drives stock returns. Then you collect data and back-test.” But in AI, there is no human hypothesis. Instead, you identify what you think is a relationship between factors, and…
Most Read Posts on Validea's Guru Investor
Below are links to our most popular posts for this week on Validea’s Guru Investor blog. [1] Considerations in Momentum Investing [2] Howard Marks: Computers Won’t Replace the Best Investors…
Considerations in Momentum Investing
…of momentum working in the real world. The researchers write: On paper, momentum is one of the most compelling factors: simulated portfolios based on momentum add remarkable value, in most…
Swedroe Talks Factors and Fixed Income
…gain popularity in fixed income compared to the equity market. The article cites a study by a team at AQR Capital Management that “applied the value, momentum, carry [the tendency…