This is a summary of links featured on Quantocracy on Tuesday, 04/04/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Factor Olympics 2023 Q1 [Finominal]After a great 2022 for factor investing, this year has started negatively for all traditional factors Perhaps this can be attributed to a revival of the growth theme as growth ETFs have outperformed again Size performed best, low volatility worst INTRODUCTION We present the performance of five well-known factors on an annual basis for the last 10 years. Specifically, we only present factors where