Section
Factors
49 posts
Eugene Fama: Stick with Basic Factors
by Ron Rimkus, CFA, CFA Institute Have the advances in technology, computing power, and data made the markets…
Navigating Volatility: The Case for Tactical Alpha
In today's volatile markets, alternative investments are key for diversification, resilience, and returns, but they demand expertise to navigate. Ash Lawrence, Head of AGF Capital Partners and Scott Radke, CEO and Co-CIO of New Holland Capital discuss...
CAPE Fatigue
by Jim Masturzo, Senior Vice President, Asset Allocation, Research Affiliates Key Points The one-factor CAPE model better predicted market…
Do Factors Market Time?
by Corey Hoffstein, Newfound Research This post can be downloaded as a PDF here. Factors such as value,…
Can factor investing help overcome investor bias?
Can factor investing help overcome investor bias? by Scott Boniferro, Vice President, Global Investment Strategies, Invesco Canada Modern…
Value US Sectoral Analysis: What's Under the Hood?
by Nicolas Rabener, FactorResearch SUMMARY Using price-to-book (PB) or price-to-earnings (PE) results in similar Value factor performance Some…
Beware Calm Surface Waters
MARKET ETHOS Beware Calm Surface Waters by Craig Basinger, CFA , Connected Wealth, RichardsonGMP PDF Version Earlier this…
Shortcuts to Factor Investing: Equities and Beyond
Shortcuts to Factor Investing: Equities and Beyond by Mark Harrison, CFA, CFA Institute The growth of factor investing…
Will The Rise of Factors Kill Factor Investors?
by Michael Batnick, The Irrelevant Investor A recent WSJ report says that “Revenues at HFT firms from U.S.…
All About Factors & Smart Beta
by Corey Hoffstein, Newfound Research Summary This week's commentary is a long-form presentation all about factor investing and…
Are Factor Portfolios Better Diversified Than Not?
by Corey Hoffstein, Newfound Research This post is available as a PDF here. The debate rages on over…
Q&A: What is factor investing?
Q&A: What is factor investing? by Christopher Doll, Vice President, Product & Business Strategy, PowerShares Canada, Invesco Canada Factor…
Smart Beta Returns (Hint: History Is Worse than Useless)
by Rob Arnott Noah Beck Vitali Kalesnik, Research Affiliates Key Points Using past performance to forecast future performance…
How Not to Get Fired with Smart Beta Investing
by John West Vitali Kalesnik Mark Clements, Research Affiliates Key Points Delegated asset management can lead to what…
Outlook 2017: Factor investing in the coming year
Outlook 2017: Factor investing in the coming year by Dan Draper & Bernhard Langer, Managing Director, PowerShares by…
Which Factors Are More Time-Sensitive?
by Dimitris Melas, Global Head of Equity Research, MSCI Hedge funds and other investors who manage portfolios that…
