Recently, much of the financial media has been occupied with discussing the potential of a bubble in markets. Factor performance can vary widely across regimes, particularly during periods marked by ...
A recent study, “Picking Winners in Factorland: A Machine Learning Approach to Predicting Factor Returns,” set out to answer a critical question: Can machine learning techniques improve the prediction ...
Q2 2025 saw a reversal of many first quarter factor trends as the general malaise surrounding US tariff policy impact seemed to moderate, the global tech rally resumed, and equities were up broadly.