Quants Find Profit in ETF Anomaly

Quant strategists at Deutsche Bank have found that investors can “beat equity benchmarks by building portfolios out of stocks that get whipped around the most when exchange-traded funds rebalance.” This…

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…