Quantitative Equity Investing and Factor Model Performance ...

Background about the author of Quantitative Equity Investing, a website showing performance results of quant portfolios based on value, quality, momentum and sentiment factors.
Tags: Business quant quantitative invest investing quant investing model factor factor model value momentum sentiment quality market neutral equity market neutral long/short long short fund hedge fund quant fund finance quant finance quantitative finance performance portfolio results decile book value price to book value p/e price to earnings ev/ebitda ev/revenue roe roa
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