Top Free Factor Investing Tools and Data Websites

Factor investing has been democratized. Having spent over 15 years as an institutional portfolio manager in factor-based strategies, I am amazed at the adoption rate of these approaches. I am now often asked by investors interested in factors for free web-tools to learn and experiment with factor-based technologies, and here are some of the best free sites that I recommend for factor investing:


Alpha Architect Tools

BlackRock Tools

Factor Research Tools

Portfolio Visualizer

Research Affiliates Tools

Quabify - beta version


AQR Data Sets (value, momentum, and others across and inside various asset classes)

Fama-French Data Sets (value, momentum, size, quality in US and International Stocks)

Robeco (factors in corporate bonds)

Stambaugh (liquidity factor)

Efficient 1-stop Quant Latest Research Aggregators


SSRN Financial Economics Network



What are your favorite factor related websites?

Please use comments for suggestions.