The AP on the Street 42nd week of 2023 – Trending Factors
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The second factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (16.10.2023 – 23.10.2023). Read the e-mail version. …
Navigating Uncertainty with Bayesian-Enhanced Multi-Factor Models in Adaptive Asset Pricing
Weaknesses of Traditional Multi-Factor Models Traditional multi-factor models often lack the ability to adapt to market regime changes and efficiently handle uncertainty. …
Predicting Market Volatility: Tools, Techniques and Software
What is Market Volatility? An essential component of risk management and portfolio construction is forecasting market volatility. In order to make wise investment decisions, it aids investors in understanding potential price fluctuations. Market volatility is about the ups and downs in the price of assets …
Explanation of Leverage in Finance
What is Leverage? Leverage is a financial strategy that involves using borrowed money, specifically the use of various financial instruments or borrowed capital, to increase the potential return of an investment. It can also refer to the debt a firm uses to finance assets. When …
Stocks Groups Performance – Configuration of Investment Strategies
In this article from our “Configuration of Investment Strategies” series, we introduce the idea of Stocks Groups Performance in our StockPicker configurator. We use a simple visual representation to summarize how different groups of stocks perform month by month, from the best to the weakest. …