Despite a temporary return to normalcy in 2022, equity factor strategies face performance challenges compared to cap-weighted indices since the…
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Shaun Factor is an Australian small cap trader with over 20 years of experience. He is also co-founder of 180…
Complete recordingpresentation slidesRecommended resources”Quantitative Momentum: A Practitioner’s Guide to Building Momentum-Based Stock Picking SystemsWesley R. Gray and Jack R. Vogel…
The size factor is one of the equity risk factors. offered a premium over the long termRecently, however, some researchers…