quantitative solutions for factor investing. factorresearch provides quantitative solutions for factor investing in equity markets globally. we support our clients in their factor allocation and analysis process.
it’s our view that the trend to hold market beta via etfs will continue. in addition, we believe that factor products, either smart beta or systematic long/short products, will grow significantly as they tend to be transparent, cost-efficient, and easy to implement in portfolio management.
source: factorresearch. analyzing the portfolio from a valuation perspective highlights that value, which is defined as buying cheap and selling expensive companies, featured a large negative spread between the long and short portfolios as measured in price-to-book multiples.
Smart Beta vs. Alpha + Beta | CFA Institute Enterprising
e-mail; about the author(s) nicolas rabener. nicolas rabener is the managing director of factorresearch, which provides quantitative solutions for factor investing. previously he founded jackdaw capital, a quantitative investment manager focused on equity market neutral strategies. previously, rabener worked at gic (government of singapore
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