By Jack Forehand, CFA (@practicalquant) The recent rise in stock market interest among retail investors has certainly been apparent among my friends. In normal times, I might get an occasional question about…
Tag: Practical Quant
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…
Is Quality on Sale?
By Jack Forehand (@PracticalQuant) — Value investing is far from an exact science. Not only is there significant debate about the proper metrics to use to define value, but there is…
Value Investing is Back! Or is it?
By Jack Forehand (@PracticalQuant) — Those of us who run value strategies have had more reason to celebrate in the past 9 months than we had in the prior decade…
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…