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MomentumLABExploring the Conservative Formula: A Multi-Factor Investment StrategyInvesting is often marked by the quest for strategies that are both robust and diversified. Single-factor strategies, while effective in…Dec 6
Kaichong WangA Deep-Learning-Based Technical Alpha FactorFor deep learning, we do not need to do feature engineering; the neural network learns the features for us!Apr 52
Vladimir VaculaStock Screener vs. Factor AnalysisWhen evaluating investment strategies, two prominent tools stand out. Factor analysis and stock screener. Both serve the purpose of…Nov 15
InLSEG Developer CommunitybyHaykaz AramyanEnhancing Index Performance through Multi-Factor RebalancingYou can view the whole article on the LSEG Developer Portal here.Oct 2
T Z J YOptimizing an S&P 500 Portfolio with Axioma: A Comprehensive Guide to Factor-Based Risk Management…Using Axioma’s risk models to run an optimization for an S&P 500 portfolio involves leveraging Axioma’s rich factor models, risk forecasts…Nov 7
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