Tag Archives: Reveals

Evolution of Smart Beta – 2017 survey reveals new trends

 

 

FTSE Russell survey highlights growth of multi-factor investing

Andrew Perrins of Savvy Investor shares an insight in to the latest Smart Beta trends.

 

FTSE Russell’s 2017 Smart Beta survey of asset owners reveals robust growth in the adoption of smart beta indexing, particularly multi-factor strategies – the use of which appears to have tripled in the last two years.

 

Below, the Savvy Investor Research Team has listed the top 12 factor investing papers published in the last couple of months. All of these are free to access on the Savvy Investor research platform.

Smart beta: 2017 global survey findings from asset owners (FTSE Russell, 2017)

Now in its fourth year, FTSE Russell’s comprehensive survey of global asset owners focuses on key themes behind the adoption, evaluation and implementation of smart beta.

Bridging the Gap: Adding Factors to Passive and Active Allocations (MSCI)

How does the factor allocation fit into a manager’s overall equity program? This MSCI paper uses a risk budgeting framework to investigate how active mandates and factor allocations can be combined.

The Rise of Factor-Based Investing (LGIM)

Factor-based investing, which seeks to identify the underlying characteristics that drive performance, has grown rapidly since the financial crisis. This paper by Legal & General Investment Management assesses its rise.

Factor Exposure and Portfolio Concentration (FTSE Russell, May 2017)

This paper by FTSE Russell is an ideal read for asset owners who need a better understanding of factor tilting and want to compare outcomes for factor portfolio construction.

The Merits and Methods of Multi-Factor Investing (S&P Dow Jones Indices, 2017)

With a wealth of smart beta indices to choose from, market participants may find it difficult to decide when each factor-based strategy is best suited to deliver returns. This paper considers how effective a multi-factor approach might be.

Factor Investing Insights from BlackRock (BlackRock, Apr 2017)

Adopting a factor lens can help investors better understand the risks in their portfolios. Managing factor exposures can potentially improve returns, reduce risk and lower overall portfolio expenses. Learn more in BlackRock’s ETF Desk Reference.

Why Invest in Momentum as a Factor? (SSGA, 2017)

This 6-page paper by State Street Global Advisors provides a helpful overview of Momentum Investing.

Investing in the Quality Factor (SSGA, 2017)

The authors of this paper explain how they think about the Quality Factor in equities and why they consider their tilting methodology to be a better way to capture the factor — especially for investors with limited risk budgets.

Three ways to successfully implement factors and smart beta (Robeco, 2017)

This paper by Robeco aims to give investors a clearer picture of what factor-based investing actually is and how to best implement quantitative strategies.

Factor Timing is Hard (AQR Capital Management, 2017)

In this paper, Cliff Asness of AQR Capital Management argues that contrarian factor timing is not easy and current factor valuations are not extreme, contrary to popular belief.

Factor Investing Combinations: The sum of the parts (S&P Dow Jones Indices)

Given the success of strategies that exploit single factors, it is not surprising that strategies designed to exploit more than one factor have begun to pique the interest of market participants. This paper explores further.

Factor Investing: Made Simple Guide (PLSA, 2017)

This guide has been produced by the UK Pensions and Lifetime Savings Association (PLSA). It provides a helpful introduction to factor investing.

Why Factor Tilts Are Not Smart “Smart Beta” (Research Affiliates, 2017)

The authors’ analysis of three first-generation smart beta strategies shows factor-replicated portfolios are ineffective substitutes for their smart beta counterparts, exhibiting poorer performance, high turnover, and low capacity.

Savvy Investor www.savvyinvestor.net is the world’s leading platform for the distribution of white papers to global institutional investors. Registration is free, and provides access to over 15,000 white papers, as well as an extensive global database of investment conferences, and a personalised newsletter, keeping you up to date with investment news and research.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

StockTwits founder reveals market reset after Brexit

StockTwits founder reveals market reset after Brexit

I would never trust EXCLUSIVELY these services for trading forecasts but if I did, I would use trusted pro service like Bloomberg. I don’t follow what retail traders follow like this.

Sholom sent me this so thanks to him

Join my FREE newsletter to learn more about my reliable sources for pro automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Bitcoin Blockchain technology reveals secrets while Microsoft builds one

Bitcoin Blockchain technology reveals secrets while Microsoft builds one

Why go into developing Blockchain technology as a business when you got these players

 

Microsoft Inc. has pulled ahead of Alphabet Inc.’s Google, International Business Machines Corp., and Amazon.com Inc. in the race for supremacy in operating other companies’ blockchains.

To read the entire article, go to http://bloom.bg/1UEbyHk

 

Collaboration usually isn’t the engine that drives the shiny new innovations that capture Wall Street’s attention and fatten bankers’ wallets. But if banks want blockchain to deliver on its promise — the biggest overhaul of their critical back-office operations in decades — fierce rivals will need to learn to work together.

To read the entire article, go to http://bloom.bg/1SxWULN

Join my FREE newsletter to see if blockchains are really worthwhile for automated trading

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Wall Street Executives Reveals on How To Land A HUGE PAYING Quant Job

Wall Street Executives Reveals on How To Land A HUGE PAYING Quant Job

 http://www.quantnet.com/quant-job-advice-from-wall-street-executives/#ixzz2r4lnQS3E

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

CNN Money reveals the Secrets of a former high speed trader aka HFT

CNN Money reveals the Secrets of a former high speed trader aka HFT

What kills me is this fool is the second time on a documentary. All of the sudden, he has a conscious to go after HFT insiders. What a crock, he was obviously attracted to the $.

Learn more how to do this with a conscious through my FREE newsletter

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

The most profitable quant (in millions per month) reveals his software platform trading secrets!

HI there

Here are the latest development for my custom high speed automated trading platform. A lot of these ideas came from my London Quant friend. He is the only person I know who is literally the real deal making literally millions per month off his custom  trading platform. As a result, I listen to him very carefully instead of the so-called tire kickers trying to develop their own platform who have never traded before. I am the only person outside his firm who has seen it!
The London quant states the real edge for trading is your software to take advantage of high speed volume in tick trading! For Forex traders, there are can be 300 pip movements in a matter of  minutes. Is your slow moving single threaded retail trading platform capable trading off that?
Here is some secretive topics that have been added to my QuantLabs.net Premium Members:
Here is my Anatomy architecture of High speed automated trading system
Here is a video:
https://quantlabs.net/blog/2013/07/youtube-video-on-is-the-best-anatomy-architecture-of-high-speed-automated-trading-system-for-potential-hft/

More private topics with custom videos for my members:
 

Reminder: XXX looks to be the best charting software for my needs:

Demo of XXX to capture IQFeed real time date like options or forex data

List data collection type for c# .NET class for thread safe list collection
–> JOIN NOW FOR THESE SECRET GOLD NUGGETS <–
You know what? These are secrets compiled together in one space where you will not get anywhere else. This is the only software engineering tips you will ever get from the highly secretive hedge fund and prop shop industries that are trading in the billions unregulated.  Again:

–> JOIN NOW FOR THESE SECRET GOLD NUGGETS <–
Once this system is complete, I will be removing all topics on it to turn into a private course worth thousands that will make it very unattainable for most indie traders!! There is no date set yet for this but will be only be available for the highly driven, intelligent successful traders. This is on a “by invite only” basis for the future!

Thanks for reading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

In David Letterman interview, Shia LaBeouf Reveals how he went from $20k to $620 prepping for Wall St Never Sleeps movie

In David Letterman interview, Shia LaBeouf Reveals how he went from $20k to $620 prepping for Wall St Never Sleeps movie

In this David Letterman video, Shia LeBeouf reveals how he went from a small paltry $20K investment to over $620K in a very short period of time. He says he learned from the likes of George Soros and Jim Chanos. I am sure their direct henchmen taught him the tricks. Also, he got hooked of courtesy film producer Oliver Stone. Not bad for a young kid. He also says he earned this kind of return during the major upswing in the stock markets. Well, at least you know on national television, an actor would not lie about the potential on what you can make on Wall St. I say wow!

The point to take not is at 6:00 minute or 8 minute approximately. I am quite no one is not making a bigger deal of out this.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!