Milind.Sharma@QuantZcap.comAug 20, 20205 minMulti-collinearity amongst Smart BetasAugust 2020 Yakun (Diana) Deng, Oleg Kolesnikov & Milind Sharma [1] The issue of multi-collinearity often arises in the analysis of...
Milind.Sharma@QuantZcap.comSep 2, 20195 minQMIT by QuantZ presents the Weekly Smart Beta Book - Week of 9/2/19It's 9:30am - do you know where your factor risks are? You can count on QuantZ for game changing factor investing insights based on our...
Milind.Sharma@QuantZcap.comAug 26, 20194 minQMIT by QuantZ presents the Weekly Smart Beta Book - Explosive factor moves in Aug MTD of up to +14%The US factor investing landscape was fairly moribund YTD in 2019 up until Aug with a huge downdraft in Value alongside a nice rally in ...