This is your first of three free stories this month. Become a free or sustaining member to read unlimited articles, webinars and ebooks. Welcome to the Equity Factor, Next City’s new economic ...
The simple way to calculate your money factor is to multiply the quoted money factor by 2400. For example, if the money factor is 0.006, the Annual Percentage Rate will be (0.006) x 2400 = 14.4%. You ...
The S&P SmallCap 600 QVML Top 90% Multi-Factor Index uses a systematic bottom-up approach to select the top 90% stocks, ranked by their multi-factor scores, from the S&P SmallCap 600® universe. Given ...
Andrei Lyashenko and Yevgeny Goncharov introduce a risk-neutral interest rate term structure modelling framework based on the factor modelling approach widely used to model yield curves in real-world ...
The new PowerFactors Growth Strategy is a quantitative strategy that buys stocks in the Nasdaq 100 index (QQQ) based on the PowerFactors Algorithm. This algorithm is the same one we use in ...
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