Scientific Beta

ETF Stream: "How this kind of parsing of backtest results sits with modern factor theory might be open to question. As ETF Stream has discussed recently, experts at Scientific Beta have previously bemoaned the degree to which the commercial implementation of factors has led to a serious divergence from the evidence produced by academic studies."

ETF Stream 12/03/2019

 

"(...) How this kind of parsing of backtest results sits with modern factor theory might be open to question. As ETF Stream has discussed recently, experts at Scientific Beta have previously bemoaned the degree to which the commercial implementation of factors has led to a serious divergence from the evidence produced by academic studies. (...)" 

Copyright ETF Stream