Bank of America (BofA) has projected a 66% upside for Micron Technology Inc. (NASDAQ: MU), citing…
Category: Alpha Research
Quantitative research from the Axplusb desk: factor models, systematic strategies, backtests and portfolio construction. We publish the reasoning and the evidence behind the signals we trade, including what did not work. Intended for readers who want the method, not just the conclusion.
Factor Investing Explained: How Quant Funds Beat the Market with Data (Structured Edition)
Quant funds did not beat the market by guessing better. They redefined the game as measuring,…
Utilizing AI for Backtesting: How Advanced Algorithms Are Revolutionizing Strategy Validation
The first time an AI-generated scenario broke my favorite strategy, it felt like meeting a mirror…
Exploring the Evolving Landscape of Factor Models and Their Performance in Today’s Markets
Factor models are the kind of finance idea that seem simple until you try to implement…
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…