Value at Risk – Configuration of Investment Strategies
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Welcome to the next blog post of our ‘Configuration of Investment Strategies’ series, where we delve into the crucial concept of ‘Value at Risk’ (VaR) across various confidence levels—90%, 95%, and 99%. Understanding VaR is important for investors seeking to gauge the potential losses their …
The AP on the Street 47th week of 2023 – Trending Factors
The latest edition of our factor-driven weekly newsletter is here, shedding light on the trending factors from the week of 20.11.2023 – 24.11.2023. Read the e-mail version. …
What is the Fama-French Three-Factor Investing Model?
Investing is a tough field with innumerable strategies and approaches. One approach that has gained popularity over the years would definitely be factor investing. Even we are using it for our products. Factor investing is an investment strategy that involves targeting specific drivers of return …
The AP on the Street 46th week of 2023 – Trending Factors
The 6 factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (13.11.2023 – 17.11.2023) as detected by our factor investing software. First, we identify the most performing Factors in every Group of Factors (Momentum, Quality, Size, Trend, Volatility). In the …
The AP on the Street 45th week of 2023 – Trending Factors
The fifth factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (06.11.2023 – 10.11.2023) as detected by our factor investing software. First, we identify the most performing Factors in every Group of Factors (Momentum, Quality, Size, Trend, Volatility). In the …