Research

Introducing factorE

An introduction to factorE as a concept, why we created it, and the purposes it can serve for financial professionals and their clients.
factorE
November 16, 2019
Research

Factor Based Investing

An excellent primer on factor based investing. It covers the history and evolution behind the academic works that serve as today’s foundation for a factor based portfolio risk framework
factorE
April 12, 2015
Research

Fama/ French Five-Factor Equity Model

In 2014, Eugene Fama and Ken French released a paper that addresses factors uncovered in their original research from 20 years prior: Investment and Operating Profitability. Momentum and Low Volatility, two common risk factors for many practitioners today, were left out of the equation. Read their paper and see the results from 50 years of test data.
factorE
September 12, 2014