Systematic Investing Risk & Reward - 4th issue 2020
In the latest edition of Risk & Reward we present the Natural Language Processing (NLP) – a truly digital approach to discovering innovative companies. Other articles in this issue deal with factor investing, our time-tested method of investment selection. We analyze the recent weakness of value stocks and examine what has happened to the value effect, and discuss the use of less structured data in factor investing. Finally, we consider the macro factors that factor investors can use to position their portfolios.
November 20, 2020
