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Learn factor investing in quantitative finance: Fama-French multi-factor models, Style Factors (Value, Momentum, Quality, Low Volatility), and Factor Tilts.
Factor investing is a quantitative investment approach that isolates and targets macroeconomic or style risk drivers (Value, Momentum, Quality, Size, Volatility) to explain portfolio returns and construct systematic risk exposure.
Rather than picking individual stocks, factor investors allocate capital across systematic return risk factors.
The classic style factors are Value (cheap price relative to fundamentals), Momentum (recent outperformance), Size (small cap anomaly), Quality (high profitability & clean balance sheet), and Low Volatility.
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