This is a summary of links featured on Quantocracy on Monday, 03/27/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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All About Factors & Smart Beta [Flirting with Models]This week's commentary is a long-form presentation all about factor investing and smart beta. We cover four topics. In the first section, we explore the basics of factors: what are they and where do they come from? The second topic explores why implementation details matter and why long-only factor investing can be significantly different than long/short academic research. We then explore the