This is a summary of links featured on Quantocracy on Friday, 06/01/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Factor Regressions Problems and How to Fix Them [Alpha Architect]Factor Regressions are one way to ascertain a funds exposure to certain factors that an investor/advisor may want to allocate towards, such as Value, Momentum, Quality, etc. Luckily, there are some great free tools available online, such as portfoliovisualizer.com, that allows investors to run the regressions for most mutual funds and ETFs. For those interested in diving into the weeds of