MSCI Factor Research

Great Source!!!

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…