Category Archive for: ‘Quantitative Value’
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Shareholder Yield is here!
Cambria Funds is out with an interesting ETF. http://www.cambriafunds.com/syld/ Here is the fact sheet: At 59bps, this fund is low-cost, tax-efficient, and likely to produce some excess returns over time. Jack and I have done academic research on the central concept behind this strategy–and the …
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Quantitative Value Screens: May 2013
The Do-It-Yourself Quantitative Value names for May are posted. Create a free account here if you want to access the site directly. Turnkey Quantitative Value Source: Quantitative Value: A practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Here are a few names that show up in …
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Quantitative Value Screens: April 2013
The Do-It-Yourself Quantitative Value names for April are posted. Create a free account here if you want to access the site directly. Turnkey Quantitative Value Source: Quantitative Value: A practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Here are a few names that piqued our interest: AAPL …
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Which Risk-Parity-Based Pension will Blow up First?
A real basic question: Is risk parity driven by the long-bond? Empiritrage has a real basic answer: Yes. (Here is the full report) Another real basic question: Which pension following risk parity will blow up first? A real basic answer: pension funds levering up US …
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Quantitative Value ETF Survey
The only way to invest in the Quantitative Value strategy is via a SMA @ Empiritrage, LLC. Unfortunately, the minimum investment size for a managed account is $250,000. Many readers have asked if there is any other way to invest in the Quantitative Value strategy. We …
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