Factor Olympics: Q3 2017

Factor Olympics: Q3 2017And the Winner is… October 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY2017 is on track for a good year for factor exposure as most factors are positiveQuality, Growth, and Momentum are headed for the winners...

Factors: Correlation Check

Factors: Correlation CheckWatch Out for High Correlations? September 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Correlations between Quality and Growth factors are currently elevated Value is more negatively correlated than usual to Quality,...

There is Value in the Value Factor

There is Value in the Value FactorEquity Factors & Fundamental Factor Valuations September 2017. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equity factors can be valued using fundamental metrics Value and Size are cheap while Low Volatility and...