+ Design Choices on AI Factor Models (correction here, rebalance is fine!)
"12 Month Rel and Rank and Date" for small caps?
Good catch Julien, that is wrong, will lead to bad results, will correct!
Yes, I was surprised. It did not work for me.
"12 Month Rel and Rank and Date" for small caps?
Good catch Julien, that is wrong, will lead to bad results, will correct!
Yes, I was surprised. It did not work for me.