Quantitative Strategies for achieving Alpha

Multi-Factor Smart Beta Investing

ETF Factor Builder

Factor Investing.pdf
Adobe Acrobat Document 381.2 KB
Research_Insight_Factor_Indexes_in_Persp
Adobe Acrobat Document 999.3 KB
Foundations_of_Factor_Investing.pdf
Adobe Acrobat Document 1.0 MB
Introducing_MSCI_IndexMetrics.pdf
Adobe Acrobat Document 4.6 MB
Deploying_Multi_Factor_Index_Allocations
Adobe Acrobat Document 1.8 MB
S&P IQ_ Stocklevel Liquidiy_Quant Study_
Adobe Acrobat Document 5.2 MB

Low beta, low-volatility Portfolio with an avg. Dividend Yield of 2.7% and SR 1.1

Factor investing works, but long-term diversification with Gold works even better

Dividend Growth helps a lot over the long-term

Empirical 20 year stats for five factors

Dividend Growth with Dividend Aristocrats

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