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bellmaninSilentist Research[EN] Discovering Fundamental Anomalies in the Cryptocurrency Market — A Sector-oriented ApproachDisclaimer: This is not an investment adviceJan 6, 20231
Srihari PramodinILLUMINATIONHow to Build a Smart Beta Strategy: A Step-by-Step GuideWant to improve the risk-adjusted returns of your investment portfolio? Learn how to build a smart beta strategy and discover the benefits…Dec 13, 20221Dec 13, 20221
Ben McMillanA Closer Look at Fama FrenchIn their seminal 1992 paper, Eugene Fama and Ken French identified two new “alternative” factors that helped explain the excess returns of…Feb 9, 2019Feb 9, 2019
QuantpediaExploring the Factor Zoo with a Machine-Learning PortfolioThe latest paper by Sak, H. and Chang, M. T., and Huang, T. delves into the world of financial anomalies, exploring the rise and fall of…Aug 3, 2023Aug 3, 2023
Fuchs JiriHow to apply factor investing in the real investment worldWhat are trends in factor investingSep 27
bellmaninSilentist Research[EN] Discovering Fundamental Anomalies in the Cryptocurrency Market — A Sector-oriented ApproachDisclaimer: This is not an investment adviceJan 6, 20231
Srihari PramodinILLUMINATIONHow to Build a Smart Beta Strategy: A Step-by-Step GuideWant to improve the risk-adjusted returns of your investment portfolio? Learn how to build a smart beta strategy and discover the benefits…Dec 13, 20221
Ben McMillanA Closer Look at Fama FrenchIn their seminal 1992 paper, Eugene Fama and Ken French identified two new “alternative” factors that helped explain the excess returns of…Feb 9, 2019
QuantpediaExploring the Factor Zoo with a Machine-Learning PortfolioThe latest paper by Sak, H. and Chang, M. T., and Huang, T. delves into the world of financial anomalies, exploring the rise and fall of…Aug 3, 2023
DSP Mutual FundBe Smart, Beta: Are you missing out on this investment strategyThere are various kinds of investors in the stock market, with the common denominator to all of them being the fact that they’re looking to…Apr 26, 2023
QuantpediaOut-of-sample Dataset Before the “Sample”: Pervasive Returns of Anomalies Before 1926Baltussen et al. (2021) constructed a database of U.S. stocks, including dividends and market caps for 1488 major stocks from 1866 to 1926…Nov 30, 2021
QuantpediaHow to Faster Enhance Strategic Asset Allocation with Tactical ModelsEach change in a strategic asset allocation of a professionally managed portfolio comes only after meticulous analysis. Firstly, we must…Oct 19, 2021