MSCI Factor Research

Feb 20, 2022

∙ Paid

I found some interesting research by MSCI, the have been spot on at the end of December with this:

https://www.msci.com/www/blog-posts/factors-in-focus-are-your/02933279202

“The macro-cycle pillar indicated an overweight to value, low size and momentum, based on signals from the Chicago Fed National Activity Index, Federal Reserve Bank of Philadelphia’s A…

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