Factor-based indexes and ETFs are gaining unprecedented popularity. Assets Under Management (AUM) in them have grown 22X in the last 5 years! What factor-based indexes are, including interesting statistics, is nicely described in the article Importance of investing in factor… Read More »How to create and manage a factor-based index/ETF?
What do we want from AI stock analysis? Our users come to us using keywords such as AI stock analysis or AI stock analyzer. They intend to use AI to find the stock that will subsequently grow the most in… Read More »AI stock analysis & AI stock analyzer
Let’s look at the factors that have earned the most in previous days and the current trending stocks. TRENDING FACTORS ON S&P 100 STOCK UNIVERSE TOP GAINER FACTOR IN PREVIOUS 5 DAYS The most earned factor was EPS Diluted TTM Change 125. ‘Diluted EPS’… Read More »What drives markets? The 9th TAOTS in 2024 will tell you.
What are trends in factor investing Factor investing, factor-based portfolios and the use of Machine Learning for Factor investing is an increasingly resonating trend in the investment industry. Books such as Machine Learning for Factor Investing: R Version or Equity… Read More »How to apply factor investing in the real investment world
Let’s take a look at the current trending stocks and the factors that have earned the most in previous days. Moreover, learn about statistically significant factors with the potential to deliver long-term returns. TRENDING TICKERS MDB5. 9. 2024MongoDB’s Q2 financial… Read More »8th TAOTS in 2024: market sentiment + trending factors
Within our factor investing software, we have algorithmized the calculation of well-known Fama-French factors. In the application, you can see the performance of portfolios based on FF factors. Let’s see how we do it. Obtaining the necessary data To calculate… Read More »Calculating Fama-French 3 and 5 factors
Let’s take a look at the current trending stocks and the factors that have earned the most in previous months. Moreover, learn about statistically significant factors with the potential to deliver long-term returns.
Analysis focuses on statistically significant factors that. Stay ahead with the latest information on trending companies.
Model error analysis provides insight into how model performance changes over time on normalized data. This insight allows us to monitor whether the model is consistent and stable in its predictions. Specifically, we look at two indicators. Mean absolute error… Read More »Model error analysis
Signal direction understanding For building investment strategies, it is important to understand that factor models can indicate two signal directions. The direction of the signal simply tells us whether the performance of the LongShort portfolio reaches plus values or vice… Read More »Creation of Long/Short investment strategies