Factor Spotlight

We highlight this earnings season's most crowded stocks using datasets from our partners at Wolfe Research, S3 Partners, and Quant Insight.

We explore equity market repercussions from the recent Fed disclosure, leveraging Quant Insight’s macroeconomic datasets in Omega Point.

We kick off the New Year with a multi-part investigation of 2021's alpha opportunities to help investors identify where alpha may reside in 2022.

This special holiday edition of Factor Spotlight includes our 10 most popular issues of 2021 and this week’s US & Global Market Summary.

This week we investigate if a tax-trade effect exists, and if so, what does the tax trade look like with respect to existing factor models?

This week we leverage macro datasets from our partners at Quant Insight to identify macro-driven industry sectors and individual stocks.

We use the S3 short interest & crowding dataset to recap the Avis squeeze & discuss how to protect against similar situations in the future.

This week we apply a historical context to the pivotal Growth vs. Value story & explore its implications across broad markets and sectors.

This week we look at the tumultuous relationship between Growth and Value along with its implications for investors.

This week we look at the seismic shift in Momentum leadership and Q3 rally to investigate its wide-ranging implications for investors.