Scientific Beta

Financial Times: "EDHEC has come up with a range of what it calls “scientific beta” indices. There are ETFs based on these indices; Morgan Stanley run them for institutions here in the UK while Amundi has recently launched a retail ETF that meets European “Ucits” rules on diversification and that trades on Euronext."

Financial Times 04/07/2014

"(...) EDHEC has come up with a range of what it calls “scientific beta” indices. There are ETFs based on these indices; Morgan Stanley run them for institutions here in the UK while Amundi has recently launched a retail ETF that meets European “Ucits” rules on diversification and that trades on Euronext. These ETFs are great value and I think they are a brilliant core holding for anyone who wants to go one better than the DFA approach. They aim to combine value, size, low volatility and momentum strategies into one product, and exclude all those stocks that tend to underperform over a stock market cycle. (...)"