August 23, 2019

Factor Analysis

Factor backtesting in Equities Lab is easy, and revealing.  Here we analyze the factor total assets / sales, chosen at random because it is late at night when I wrote this article:-).

We see that fewer assets are better:  the two best performing quintiles are the lowest ones.  If you like numbers better than pretty lines, there are a few below — detailing the performance of each quintile. …

This website uses cookies to improve your experience. By using this website you agree to our Data Protection Policy.
Read more