Factor Research & Education

Introducing factorE – White Paper

By October 13, 2020October 16th, 2020No Comments
Why, Background, For the Portfolio Manager, For the Analyst, Strengths & Weaknesses



  1. Why we created factorE
  2. Background and Factor Research
  3. factorE for a portfolio manager / risk manager
  4. factorE for an investment analyst
  5. Examining the Strengths and Weaknesses of Holdings and Returns Based Analysis


For many years, we have been helping advisors and their clients integrate alternative investments into traditional portfolios. While access to alternative strategies has become mainstream, allocating wisely to alternative strategies is still done in a somewhat archaic manner (the classic “fill-in-the style box” approach). The markets continue to evolve and portfolio analytics have not kept pace. Most tools use some sort of simple single-factor backward looking model and dress it up with Monte Carlo simulations. While that kind of analysis may have seemed appropriate a decade ago, we know much more today about sources of returns (factors). Factor research has been widely popularized in the institutional space, yet there has not been direct access to the necessary tools to easily conduct such analysis in the advisor community. We’ve strongly believed that many of the long-standing industry practices and approaches to money management today are outdated and lack the holistic, comprehensive understanding of risk necessary to help navigate client portfolios in today’s financial markets…

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