Zoo-ming in and out of the factor zoo
Update: 2024-03-22
Description
Quant equity investing has enjoyed the resurgence of value since late 2020. Meanwhile, the quest for innovation in capturing returns continues unabated. Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.
Comments
In Channel
Download from Google Play
Download from App Store
United States00:00
00:00
x
