Many investors see macro forecasting as a process about making bold binary predictions about the future of the economy and the market. Those predictions can gets lots of press when…
Tag: systematic investing
Finding Quality Value Stocks With Joseph Piotroski's F Score Methodology
Research shows that value stocks can generate an excess return because the market tends to overestimate their problems, and value investors benefit when it realizes that. But despite that being…
Excess Returns, Ep. 29: Timeless Investing and Life Lessons with Jim O'Shaughnessy
In this week’s episode we are privileged to be joined by Jim O’Shaughnessy. Jim is a pioneer in quantitative investing and the founder of O’Shaughnessy Asset Management. He is also…
Excess Returns, Ep. 26: Interview: Systematic Value Investing with Wes Gray
Wes Gray is the founder of Alpha Architect, the author of Quantitative Value and Quantitative Momentum, and an expert in systematic investing. In this interview, we discuss: The recent struggles…
A New Method for Rebalancing Helps Systematic Models Get Better
By Justin Carbonneau (@jjcarbonneau)—-Talk about the Markets and/or Invest with Justin —-A centerpiece for most systematic investing models is a “refreshing” of the portfolio positions, which is also often referred…