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…
Tag: Factors
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…
The Changing Nature of Momentum
By Jack Forehand (@practicalquant) — Investors sometimes want to pigeonhole investing factors. We want to look at a factor and associate a certain type of company with it. Doing so…
Academic Research Spotlight: Replicating Anomalies by Lu Zhang, Chen Xue and Kewei Hou (Ep. 73)
In this episode, we are trying something new. There is so much academic research out there about markets, and what drives their returns over time, that it can be very…
Some Practical Ways to Look at Blending Factors
By Jack Forehand, CFA (@practicalquant) Those of us who run quant portfolios sometimes like to prove how smart we are. We like to throw out advanced statistical concepts that show how well…