Factor Investing

Relevance of Long-Run Historical Data Today: Case of Price Momentum Crashes

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.

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: