Quant ETF Loses in Poorly Timed Rebalance
Quant ETF Loses in Poorly Timed Rebalance

A $15.3 billion ETF—BlackRock’s iShares MSCI USA Momentum Factor—suffered losses due to the timing of a rebalance. This according to a recent article in Bloomberg. The BlackRock ETF reportedly “went…

The Basics of Momentum Investing
The Basics of Momentum Investing

By Jack Forehand, CFA (@practicalquant) We often write about factor investing on our blog. We talk about factors like value, momentum, quality and low volatility and their practical use in the real…