Factor Investing in Under the Radar Markets with Chris Covington
Excess Returns
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The Evolution of a Quant Firm's Value Factor
We've had Jim O'Shaughnessy on the podcast twice. And, and one of the podcasts we were asking him about the evolution of his value factor. So I think he started with the price to sales. Jack: How do you think about this problem of evolving your strategies over time? We should all be doing research and looking at new new factors,. You know, assessing how things are reacting to different market environments. But as you've kind of expressed, you know, you want to be careful about overreacting to what's happened recently.
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