NotePD Loader
Ideas Post

Factor Zoo

This is a work thing. The following paper somehow found 153 investing factors and narrowed that list down 14.

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4605976

    1. Accruals

    2. Debt Issuance

    3. Investment

    Don't know what this one is.

    4. Low Leverage

    5. Low Risk

    6. Market

    7. Momentum

    8. Profit Growth

    9. Profitability

    10. Quality

    11. Seasonality

    12. Short Term Reversal

    13. Size

    14. Value

0 Like.0 Comment
Comment
Branch
Repost
Like
Profile
esselte974 like the post
Comment
Branch
Like
0
18993
0
0
Comments (0)

No comments.