Using Quintiles for Configuration of Investment Strategies
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The article, part of our “Configuration of Investment Strategies” series, introduces the concept of Stock Group Quintiles as applied within our StockPicker configurator. We’ve included a straightforward visual representation to succinctly summarize the performance of different groups of stocks, ranging from the top-performing to the …
The AP on the Street 40th week of 2023
This week is different. We would like to introduce revolutionary changes in content provided to you, our beloved readers. Our new approach is based on trending factors and factor analysis. Why do we change it? We have evaluated that you can find most of the …
In Factor Investing Even the Best Can Lose – Data-Driven Insights into Factor-Based Analysis
Introduction to factor investing Factor investing is an intriguing approach to designing a strategy that has gained traction among both retail and institutional investors. By focusing on specific characteristics, or “factors”, investors aim to achieve superior returns. This article delves into the complexities of factor …
What are the Best Factors for Factor Investing?
There are several models such as a widely used Fama-French three-factor model utilizing three factors, size of firm, book-to-market-values, and excess return on the market. But the correct answer to the question „What are the Best Factors for Factor Investing“ is that the “best” factors …
What Software is Used in Modern Portfolio Theory?
How to do Modern Portfolio Theory? Finally, there is a web application software called Portfolio Manager developed directly for leveraging Harry Markowitz’s Modern Portfolio Theory. …