Scientific Beta

ETF.com: "A recent filing from Global X raises the possibility that it may launch its family of multifactor ETFs sometime quite soon. (...) The funds track indexes from EDHEC’s Scientific Beta unit and target four factors: value, size, low volatility and momentum."

ETF.com 11/05/2015

"(...) A recent filing from Global X raises the possibility that it may launch its family of multifactor ETFs sometime quite soon. (...) The funds track indexes from EDHEC’s Scientific Beta unit and target four factors: value, size, low volatility and momentum. Each factor is weighted according to five different weighting approaches that are then averaged for each factor. The five weighting schemes are equal weighting; maximum de-correlation; efficient minimum volatility and efficient maximum Sharpe ratio; and diversified risk-weighted. (...)"