Factors from Scratch (EP.06)
34m
·
What Works on Wall Street Podcast
·
A look back, and forward, at how, when, and why factors work
The episode Factors from Scratch (EP.06) from the podcast What Works on Wall Street Podcast has a duration of
34:15. It was first published
More episodes from What Works on Wall Street Podcast
Helping Advisors with ESG Challenges (EP.13)
Jim O’Shaughnessy and OSAM PM Travis Fairchild discuss Travis’ recent paper on ESG. The discussion focuses on using Custom Indexing and technology to solve many of the challenges advisors face in aligning client portfolios with unique client values.
The Case for Small Cap Stocks
OSAM Portfolio Manager Travis Fairchild and Associate Jamie Catherwood come on to discuss their April paper titled ‘The Historic Opportunity in Small Cap Stocks’
The Factor Archives: Value (EP.11)
Price is one of the most predictive determinants of future alpha and investors have recognized this since the first value fund was founded in 1779. While market environments and the methods of equity valuation have changed, the concept of purchasing stocks at discounted prices has persisted for centuries.
The Factor Archives: Shareholder Yield (EP.10)
Although buybacks are constantly in the news, they have benefitted investors for centuries. In this episode, Jim and Jamie discuss the relationship between capital allocation and returns, 17th century dividends, 18th century buybacks, and a time when government authorities mandated buyback programs in the U.S.
The Factor Archives: Momentum (EP.09)
Momentum is rooted in human nature and behavioral biases. This episode is a little different than other WWoWS episodes, as it was originally for guest Jamie Catherwood’s own history podcast, of which Jim was the first guest. However, enjoy this dive into the first ever book on behavioral finance. Find Jamie’s corresponding article here: https://osam.com/Commentary/the-factor-archives-momentum