This is a summary of links featured on Quantocracy on Friday, 07/05/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
-
The Absolute Multi-Factor Index [Quiet Quant]How do you make a factor investor more excited? Multi-factors! Terrible half-ass jokes aside, the multi-factor world has been the largest area of growth and discussion in the factor world over the last 5 years. Firms like AQR, MSCI, PIMCO via Research Affiliates, etc. all have multi-factor offerings. The underlying methodologies and stories are fantastic. Why just buy value stocks when you can buy