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I guess I'm agreeing with your statement "Successfully," but it doesn't mean it hasn't been tried: http://www.jatit.org/volumes/Vol51No1/24Vol51No1.pdf http://
by nissimk 13y ago
I guess I'm agreeing with your statement "Successfully," but it doesn't mean it hasn't been tried:
http://www.jatit.org/volumes/Vol51No1/24Vol51No1.pdf http://www.jatit.org/volumes/Vol51No1/24Vol51No1.pdf
Also, weren't the quant funds that were involved in the summer 2007 blowup all running automated value strategies based on Fama+French factor models?
It works really great until it doesn't.
- gbasin 13y agoOh plenty of tryers. Value investing is a lot harder than it looks. And what you're talking about isn't really the definition of value investing (like graham-dodd + infinite details on the individual companies). Those quant funds were running factor models and mid-frequency stat arb