By Jack Forehand, CFA, CFP® (@practicalquant) — The market has seen some major changes since the 2020 market bottom. It would have been very difficult to predict the massive rally we have seen…
Tag: Factors
Lu Zhang On The Evolution of Asset Pricing Models And His First Principles Approach to Improve Them
Asset pricing models have evolved significantly over the past several decades. From the Capital Asset Pricing Model to Fama and French’s 3 Factor Model to their more recent 5 and…
Validea’s Jack Forehand Interviewed on Resolve Riffs Podcast
Validea’s Jack Forehand joined the Resolve Riffs YouTube show and podcast on November 12th to discuss factor investing and our approach to building quantitative strategies. Topics covered in the discussion…
An In-Depth Look at Factor Valuation - And Which Factors Look Cheap Today
Valuing factors can be a confusing process. Not only are there are different factors to look at, there are also many ways to define them and a variety of different…
Some Thoughts on Low Volatility Investing
By Jack Forehand, CFA, CFP® (@practicalquant) — Like many investors, I like to follow strategies that make sense to me. If I am following a factor, I want to feel like the…