Many factor investors tend to use similar approaches. You will typically see some value and momentum in their strategies. You will also likely see some quality, and maybe even some low volatility. Our guest this week has a more unique approach that is both more granular and dynamic than the typical factor approach and utilizes many unique factors outside of those traditionally used by factor investors.
We speak to Harin de Silva, Portfolio Manager of the Analytic Investors team at Wells Fargo. We discuss his unique approach to multi-factor investing that focuses on both return and risk. We also discuss some of the major issues facing factor investors today, including the future of factors and the recent struggles of value investing.
Originally Posted on October 4, 2021 – Balancing Return and Risk in Factor Investing with Harin de Silva
Disclosure: Interactive Brokers
Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.
This material is from Validea Capital Management and is being posted with its permission. The views expressed in this material are solely those of the author and/or Validea Capital Management and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.