I’ve been pretty hands off of my strategies lately and just enjoying the outperformance I’ve enjoyed over the last year or two. But, every once in a while I’m interested in modeling up new ideas. I have a couple general questions for anyone who likes to share:
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Are there any new factors that people have become aware of or discovered recently that improve returns (aside from the knowns of value, growth, momentum, sentiment, low volatility, quality, small/micro cap).
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Is there any new literature which people have read which describes some new ideas or perceptions regarding factor investing?
If anybody else has any other questions to add to this topic that would be great as well.