Quant Mashup - Quiet Quant

The Absolute Multi-Factor Index [Quiet Quant]

How do you make a factor investor more excited? Multi-factors! Terrible half-ass jokes aside, the multi-factor world has been the largest area of growth and discussion in the factor world over the last 5 years. Firms like AQR, MSCI, PIMCO via Research Affiliates, etc. all have multi-factor(...)

A Song of Value and Growth [Quiet Quant]

Despite Uncle Warren’s understanding of the connection of growth and value, those of us that come to investing through the factor and/or academic world, have always been taught that growth investing is a terrible way to invest. This is simply because we have, in most cases, been taught that growth(...)

Don't Be A Value Hero [Quiet Quant]

Let’s imagine a world where value stocks actually provide some outperformance at some point… In a world like that, are there any simple rules one could implement into their value system to help avoid “falling knives”? The optimist in me says yes, but the realist says nope. Turns out, it is(...)