bridgeway的brsix與brusx - 投資

By Mason
at 2022-10-13T16:10
at 2022-10-13T16:10
Table of Contents
很久沒有發文。2022年的熊市,不知道大家渡過的如何?身為一個指數化投資者,爽爽買
爽爽抱
當然,冰律大與h大兩位高手一定賺很開心
做為清流君忠實粉絲的,因為他對因子投資有更深入的認識。
從原本的70全市場,30因子投資,進化成50/50!!
想討論的是,根據AQR的研究,size溢酬並不存在,size,只是加強其他因子的表現
不過Rick ferri 在他的著作中,建議可將ultra small與scv同時進行tilt
看了brsix與brusx,過往績效實在很驚人啊
雖然過去績效不代表未來績效,可是brusx它
實在讓人看了心很癢
如同清流君介紹的Kmlm、Dbmf令人心癢一般
大家相信規模因子嗎?還是如同AQR一樣,覺得size不重要
Ps:我不認為brusx與brsix是Scv
如果brusx內扣費用便宜一點點,好想all in啊!!!!
--
爽爽抱
當然,冰律大與h大兩位高手一定賺很開心
做為清流君忠實粉絲的,因為他對因子投資有更深入的認識。
從原本的70全市場,30因子投資,進化成50/50!!
想討論的是,根據AQR的研究,size溢酬並不存在,size,只是加強其他因子的表現
不過Rick ferri 在他的著作中,建議可將ultra small與scv同時進行tilt
看了brsix與brusx,過往績效實在很驚人啊
雖然過去績效不代表未來績效,可是brusx它
實在讓人看了心很癢
如同清流君介紹的Kmlm、Dbmf令人心癢一般
大家相信規模因子嗎?還是如同AQR一樣,覺得size不重要
Ps:我不認為brusx與brsix是Scv
如果brusx內扣費用便宜一點點,好想all in啊!!!!
--
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