Factor models are the kind of finance idea that seem simple until you try to implement…
Author: James Hartwell
Senior quantitative analyst and investment researcher specializing in alpha generation and behavioral finance.
Leveraging Machine Learning for Enhanced ETF Rotation Strategies
ETF rotation sounds deceptively simple: hold what is working, sidestep what is not, and do it…
The Shiller CAPE Ratio: What It Tells Us About Future Market Returns
Most market tools promise more than they deliver. The Shiller CAPE ratio is one of the…
Factor Investing Explained: How Quant Funds Beat the Market with Data
Factor investing promises a tidy solution to a messy problem: use data to find broad, repeatable…
The Volatility Paradox: Why Low-Risk Portfolios Outperform Over the Long Run
The paradox is hiding in plain sight. Portfolios that look safer on the surface, heavy on…