Active managers, long-suffering from lackluster performance, have taken a page from baseball talent scout Billy Beane’s playbook by using data analytics to boost performance. This according to a recent article…
Day: December 14, 2020
Historical Value Performance in Recessions and Recoveries A Guide to Future?
The poor performance of value in recent years has led many investors to abandon the strategy, but “observers of market history know that value has faced similar death sentences previously,…
Twin Momentum: Combining Fundamental and Price Momentum Together In One Quantitative Model (Ep. 59)
The academic research supporting the momentum factor is very strong. But most of that research focuses on the momentum in a stock’s price. An interesting research paper written by Dashan…
