Section
Factors
50 posts
Navigating Paradigm C: Darius Dale on Fiscal Dominance, Fed Policy, and the Future of Investing
A sweeping, data-driven diagnosis of the U.S. economy, policy regime shifts, and the investment strategies retail and institutional investors alike should be considering, according to 42 Macro's Darius Dale.
Prepare, Don’t Predict: Building Resilient Portfolios with Private Credit
For decades, investors climbed the 60/40 ladder with confidence. Now, every step feels less steady. High inflation that refuses to budge, interest rates that won’t come down anytime soon, and the growing correlation between stocks and bonds...
Many Happy (Fundamental) Returns
by Tom Hancock, Anthony Hene and Ty Cobb, GMO LLC There aren’t many laws of investing, but our…
Making Sense of Low-Volatility Investing in Today’s Market
For over fifty years, the so-called “low-volatility anomaly” has quietly challenged a core belief in investing: that more…
From Theory to Trillions: How DFA's David Booth Transformed Investing by Trusting the Science
Opening the Data Vault: The Birth of Modern Finance When David Booth walked the halls of the University…
Jigsaw Puzzle: Growth vs. Value
by Liz Ann Sonders, Chief Investment Strategist, & Kevin Gordon, Charles Schwab & Company Ltd. Growth and value…
Vanguard’s 2025 Outlook: Beyond the Soft Landing and Into Uncharted Tensions
As the world gears up for 2025, Vanguard’s Chief Global Economist, Joseph Davis, and team have released a…
The Greatest Scourge in Factorland: Revaluation Alpha = Fake Alpha (JPM Series)
by Rob Arnott, Research Affiliates Key Points Alpha is not merely a simple risk-adjusted return difference; rather, it…
Quality: The Real McCoy
2024 ETF Update by Kim Mayer, Research Analyst, GMO LLC Executive summary At GMO we have spent the…
Investment Strategies and Macroeconomic Insights with Unlimited's Bob Elliott
Listen on The Move Bob Elliott, CEO, and CIO at NYC-based Unlimited Funds joined us on the…
Quality is now a momentum trade
by Russ Koesterich, CFA, JD, Portfolio Manager, BlackRock In this article, Russ Koesterich discusses why the current momentum…
The Time is Right
by James C. Fallon, Portfolio Manager, Christopher Zani, CFA, Institutional Portfolio Manager, MFS Investment Management We examine the…
A systematic framework to factor tilting
by Andrew Ang, PhD., BlackRock Key takeaways Factors are long run drivers of portfolio risk and returns. Having…
Q124 Investment Review & Outlook: Can the market have its cake and eat it too?
by David Picton & Team, Picton Mahoney Asset Management Equity markets seemed to be in the throes of…
Shareholder Yield Shines among Value Factors
by Matt Wagner, CFA, Associate Director, Research, WisdomTree WisdomTree pioneered fundamental weighting as a novel approach to rules-based…
As the economy slows, favor consistency over volatility
by Russ Koesterich, JD, CFA, Portfolio Manager, BlackRock Key takeaways: In many ways 2023 continues to be the…
