Many people ask me why I look at such long historical data when today is surely very different from distant past. Here is how my fascination with long-run data started and why I think insights from deep history are very useful.
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: