James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...

An attempt to measure the exposure of gold stocks' returns to six variables: Risk Free Rate, Gold (metal), NYMEX (Crude Oil), DXY (US dollar Index), DJIA, S&P 500 index. Only NYMEX (Crude Oil price) ...

With some help from Joe Biden's victory in the recent presidential election, both emerging markets and value stocks are getting renewed attention. Advisors looking to marry those concepts should ...

Multi-factor investing is suitable across a variety of market environments and is looking to prove itself again in 2021. Advisors can access a variety of multi-factor strategies under a single ...

In recent years, investors have increasingly turned to factor investing as a way to diversify their portfolios and potentially achieve higher returns. Factors are specific characteristics of stocks ...

The Wall Street Transcript is a completely unique resource for investors and business researchers.

AFLG is an actively managed large-cap fund aiming to outperform the S&P 500 Index using a proprietary multi-factor model. Its expense ratio is 0.55% and AFLG has $237 million in assets. AFLG ...

Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace dummy variables for deeper, more accurate risk insight. PCA shrinkage ...