Factor investing originated from research done by Fama and French in the 1970s, but the premiums associated with factors have decreased over time, just like the alpha from active strategies. There is ...

As investors gain experience with factor investing, usage of these strategies through exchange traded funds and other financial instruments has increased. Yet, many of these factor adopters still have ...

Late last year, Marcos M. López de Prado, a hedge fund manager and professor who has pioneered machine learning in finance and who is currently global head of quantitative research and development at ...

From the blog: With pension funds increasingly embracing risk factor investing, it is essential to ensure a factor premium is supported by empirical analysis, economic rationale and a simple factor ...

Beyond the artificial intelligence (AI) stock frenzy, credit investors are adapting to AI and integrating growing volumes of financial factor data into their research. Very soon, AI systems will learn ...