Quantitative Strategy

Research

This section of FS Insight has been deprecated and is now part of the archive. It is no longer actively maintained or updated.

This section of FS Insight has been deprecated and is now part of the archive. It is no longer actively maintained or updated. For more information contact us.

Factor Strategy

Tickers in this strategy: $SPHQ, $IVE, $IVW, $SPLV, $SPMO, $IWM

Our factor product starts with the multi-factor portfolio described above and applies a rules-based, unemotional approach to tilt weight between factors. The goal is to use market-based signals to allocate toward factors that are likely to work going forward. The resulting “dynamic rotation” strategy has outperformed both the static portfolio and the S&P 500. If this is your first time visiting our Factor Strategy, please visit our extensive intro page here.

The table below shows the current weights assigned to each factor in the dynamic rotation strategy. You can find the latest rebalance moves in our latest factor strategy publication February 2023 Factor Commentary.

Most Recent Publications

Factor Strategy
Tue, February 14, 2023 | 8:30AM ET
Adam Gould, CFA
Adam Gould, CFA AC

Head of Quantitative Research

February 2023 Factor Commentary

FACTOR PERFORMANCE REVIEW We track the performance of six factors (growth, quality, low-volatility, momentum, size, and value) as part of our multi-factor strategy. Over the...

Factor Strategy
Tue, January 10, 2023 | 9:00AM ET
Adam Gould, CFA
Adam Gould, CFA AC

Head of Quantitative Research

January 2023 Factor Commentary

FACTOR PERFORMANCE REVIEW We track the performance of six factors (growth, quality, low-volatility, momentum, size, and value) as part of our multi-factor strategy. Over the...

Factor Strategy
Tue, December 13, 2022 | 8:00AM ET
Adam Gould, CFA
Adam Gould, CFA AC

Head of Quantitative Research

December 2022 Factor Commentary

FACTOR PERFORMANCE REVIEW We track the performance of six factors (growth, quality, low-volatility, momentum, size, and value) as part of our multi-factor strategy. Over the...

Factor Strategy
Tue, November 8, 2022 | 10:32AM ET
Adam Gould, CFA
Adam Gould, CFA AC

Head of Quantitative Research

November 2022 Factor Commentary

FACTOR PERFORMANCE REVIEW We track the performance of six factors (growth, quality, low-volatility, momentum, size, and value) as part of our multi-factor strategy. Over the...

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