Month: March 2017
We explore new evidence about interaction effects in composite-based multi-factor portfolios and look into FTSE Russell's Tilt-Tilt integrated approach.
In this commentary we explore the connection between sector rotation and the momentum factor and ask whether sector rotation is meaningfully different.
We visualize the anxiety caused by relative performance of several popular factor tilts in comparison to standard market benchmarks.
All About Factors & Smart Beta
By Corey Hoffstein
On March 27, 2017