Justina Lee

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One Trading Strategy Is Winning Big In This Nasty Year For Stocks

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Money managers are netting double-digit gains by taking advantage of quirks in the world of equity derivatives.

Quants Are Back Making Money On Factor Trades Like Good Old Days

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Five of the most popular factor styles have all made money in 2022.

Value Trade Crumbles On Wall Street, Putting Quant Funds At Risk

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Strategists warn that the best days may now be over for cheap-looking stocks.

Brace For The Most Expensive, Manic FTSE Russell Rebalance Trade

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Rebalancing in late June results in wild swings in returns.

Wall Street's ‘Model Portfolio' Boom Gets Slammed In New Paper

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So-called model portfolios are ridden with conflicts of interest, a trio of academics argue.

Quant Pioneer Cliff Asness Says It's ‘Too Early to Gloat' As Value Stocks Rally

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His firm's $1 billion Absolute Return fund just posted the best five days in its 23-year history.

Hedge Funds Boost Value-Stock Exposure to the Highest In Four Years

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Among quantitative funds, bets on cheaper stocks have surged to the highest in months.

Value Quant Trade Drops Near 1970s Lows In Covid Crash Echo

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Value once again significantly lags growth when factor performance is compared.

Wall Street Dip Buyers Defy Omicron Inflation Risk At Their Own Peril

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The new variant has arrived at a drastically different point in the monetary cycle.

Stock Pros Are As Hedged As Ever Under Record-Smashing S&P Rally

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Big institutions are still paying a decent premium to hedge the S&P 500 Index.

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