By Jack Forehand (@practicalquant) Factor investing has grown dramatically in recent years. But it is far from new. As those of us who invest using factors seek to learn more…
Tag: Factor Investing
Rob Arnott on Quant Investing: Opportunities and Pitfalls
In a podcast interview last month with the Investment Innovation Institute, Research Affiliate’s Rob Arnott discussed a range of issues related to factor investing, quant strategies and research with host…
Investors Getting More Comfortable with Factor Investing
An article in WealthManagement reports that factor investing has gained acceptance and an increase in demand, as evidenced by an Invesco study that involved interviews with key decision makers of…
Quant Investor Cliff Asness Defends Factor-Based Strategies
Prompted by a lackluster performance year, AQR Capital Management founder Cliff Asness wrote a 23-page essay defending his factor-based investing strategies according to a recent Bloomberg article that features an…
Will Factor Investing Kill Hedge Funds?
Last month, the Financial Times ran a lengthy piece on factor investing that discusses to what degree it poses a threat to the hedge fund industry. The article recalls a controversial…
Secrets to High Returns: Has the Hunt for Factors Gone Too Far?
An article in the May issue of the Chicago Booth Review discusses the ongoing discovery of investable factors, which it says are “being discovered almost as quickly as they can…
The Future of Factor Investing
A recent article in Advisor Perspectives offers a number of insights regarding factor investing: Data mining, it argues, represents a “huge risk” in factor-based investing. “Many factors have proven to…
Common Mistakes in Factor Investing
By Jack Forehand (@practicalquant) — With the release of Michael Batnick’s new book “Big Mistakes: The Best Investors and Their Worst Investments” last week, the topic of mistakes in investing has…
Factor Investing Tips
For investors interested in factor-based strategies, a recent Barron’s article suggests that it can “take longer than most investors are willing to wait for signs of success.” The article cites…
Why Both Sides of the Active vs. Passive Debate Are Right
By Jack Forehand (@practicalquant) — It has become a common belief in the investing community that passive investing is superior to active management. And there is a large volume of data…