This is a summary of links featured on Quantocracy on Tuesday, 04/21/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Factor Momentum vs Factor Valuation [Falkenblog]I am not a fan of most equity factors, but if any equity factor exists, it is the value factor. Graham and Dodd, Warren Buffet, Fama and French have all highlighted value as an investment strategy. Its essence is the ratio of a backward-looking accounting value vs. a forward-looking discounting of future dividends. As we are not venture capitalists, but rather, stock investors, all future