Multi-collinearity amongst Smart Betas
August 2020 Yakun (Diana) Deng, Oleg Kolesnikov & Milind Sharma [1] The issue of multi-collinearity often arises in the analysis of...
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Milind.Sharma@QuantZcap.com
- Sep 2, 2019
- 5 min
QMIT by QuantZ presents the Weekly Smart Beta Book - Week of 9/2/19
It'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...
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Milind.Sharma@QuantZcap.com
- Aug 26, 2019
- 4 min
QMIT 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 ...
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