This is a summary of links featured on Quantocracy on Monday, 02/06/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Growth ETFs: Performance & Factor Exposures [Finominal]Growth ETFs are not very differentiated, despite growth having various interpretations 34 out of 40 growth ETFs underperformed the stock market over the last 3 years Nor was the long-term performance attractive INTRODUCTION Factors like value or momentum are also called stock market anomalies as there should not be any repeatable investing process that allows investors to harvest excess returns