The Future of Factor Investing
讨论了塑造因子投资未来的三大趋势:传统因子模型与策略的演变、数据源与建模技术的创新,以及将因子策略整合进资产配置过程的潜在颠覆。
In this article, the author discusses current structural research and investment trends that are shaping the future of factor investing. Specifically, the author focuses on three emerging trends: the ongoing evolution of traditional factor models and strategies, recent innovation in data sources and modeling techniques, and the potential disruption from integrating factor strategies into the asset allocation process.