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:
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
What are your favorite factor related websites?
Please use comments for suggestions.