Factor investing
Soft numbers: quant firms look for signals in ‘squishy’ data
Environmental, social and governance information nebulous but valuable, managers say
Factor investors wary about rush into value stocks
Buy side warned to stay diversified as quality and low-vol falls from favour
Equal risk allocation with carry, value and momentum
The authors of this paper analyze an equal-weight portfolio of global cross-asset-class risk factor exposures.
Why re-correlation matters in alternative premia investing
Understanding key risk can be difference between success and failure