This is a summary of links featured on Quantocracy on Tuesday, 02/11/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Factor Investing Update: An Analysis of 2019 U.S. Factor Returns [Alpha Architect]In case you missed it, 2019 was a good year to be an equity investor. Examining market-cap-weighted indices, the U.S. stock market was up ~ 30%, Developed International Markets were up ~ 22%, and Emerging Markets were up ~ 18%. But how did factors do in 2019? Below I update my post from last year, examining the performance of simple factor portfolios. This year, I make some minor tweaks to