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The Facts About Factor Timing

The Facts About Factor Timing

FromExcess Returns


The Facts About Factor Timing

FromExcess Returns

ratings:
Length:
21 minutes
Released:
Jul 25, 2021
Format:
Podcast episode

Description

Factor timing seems so sensible on the surface. The idea of adding exposure to out of favor factors appeals to investors' desires to buy low and sell high. But the reality is much more complicated than that. In this episode, we look at what the academic research shows about factor timing and some different approaches to building investment strategies that time factors. 
We hope you enjoy the discussion. 
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
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Released:
Jul 25, 2021
Format:
Podcast episode

Titles in the series (100)

Excess Returns is an investing podcast hosted by Jack Forehand and Justin Carbonneau, partners at Validea. Justin and Jack discuss a wide range of investing topics, including factor investing, value investing, momentum investing and behavioral finance, with the goal of helping those who watch and listen become better long term investors, all in twenty minutes or less per episode.