Factor Spotlight

We showcase our new Experiments feature that enables on-the-fly experimentation with portfolios, baskets, and optimizations.

We dive into Wolfe Research’s new Macro Factor Overlay to understand the alpha characteristics and applications of these factors.

We introduce a new macroeconomic exposure lens to our platform from our Partner Wolfe Research and use it to better analyze the S&P 500.

Smart Hedging is just an offshoot of a wider industry transformation rattling the foundations of how to construct even a basic portfolio.

We use our factor optimization engine to capture the volatility premium in the QQQ and XLK ETFs in order to create a superior tech hedge.

We use our factor-optimization engine to capture the volatility premium in the S&P500 universe and build a better version of the SPDR S&P 500 Trust ETF (SPY).

We discuss the drawbacks of hedging market exposure with the SPY ETF, particularly as it relates to Volatility, and provide our weekly market and factor update.

This week’s Factor Spotlight will take a look at one risk factor that has been a hot topic this year — hedge fund crowding.

We take a look at an example of when becoming more ESG-focused has helped a company outperform its peers.

We tell the sordid story of Lumber Liquidators and how poor ESG metrics can affect stock values, along with a market and factor update.