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!!!!
--
Tags:
投資
All Comments
By Regina
at 2022-10-17T06:00
at 2022-10-17T06:00
By Robert
at 2022-10-20T19:50
at 2022-10-20T19:50
By Ida
at 2022-10-24T09:40
at 2022-10-24T09:40
By Quanna
at 2022-10-21T03:53
at 2022-10-21T03:53
By Skylar DavisLinda
at 2022-10-24T17:43
at 2022-10-24T17:43
By Cara
at 2022-10-21T03:53
at 2022-10-21T03:53
By Eden
at 2022-10-24T17:43
at 2022-10-24T17:43
By Andrew
at 2022-10-21T03:53
at 2022-10-21T03:53
By Anthony
at 2022-10-24T17:43
at 2022-10-24T17:43
By Rebecca
at 2022-10-21T03:53
at 2022-10-21T03:53
By Doris
at 2022-10-24T17:43
at 2022-10-24T17:43
By Oliver
at 2022-10-21T03:53
at 2022-10-21T03:53
By Ursula
at 2022-10-24T17:43
at 2022-10-24T17:43
By Freda
at 2022-10-21T03:53
at 2022-10-21T03:53
By Eden
at 2022-10-24T17:43
at 2022-10-24T17:43
By Jacky
at 2022-10-21T03:53
at 2022-10-21T03:53
By Ida
at 2022-10-24T17:43
at 2022-10-24T17:43
By Connor
at 2022-10-21T03:53
at 2022-10-21T03:53
By Poppy
at 2022-10-24T17:43
at 2022-10-24T17:43
By Agatha
at 2022-10-21T03:53
at 2022-10-21T03:53
By Hamiltion
at 2022-10-24T17:43
at 2022-10-24T17:43
By Emily
at 2022-10-21T03:53
at 2022-10-21T03:53
By Audriana
at 2022-10-24T17:43
at 2022-10-24T17:43
By Mary
at 2022-10-21T03:53
at 2022-10-21T03:53
By Bethany
at 2022-10-24T17:43
at 2022-10-24T17:43
By Bethany
at 2022-10-21T03:53
at 2022-10-21T03:53
By Donna
at 2022-10-24T17:43
at 2022-10-24T17:43
By Olivia
at 2022-10-21T03:53
at 2022-10-21T03:53
By Sierra Rose
at 2022-10-24T17:43
at 2022-10-24T17:43
By Eartha
at 2022-10-21T03:53
at 2022-10-21T03:53
By Madame
at 2022-10-24T17:43
at 2022-10-24T17:43
By Odelette
at 2022-10-21T03:53
at 2022-10-21T03:53
By Isabella
at 2022-10-24T17:43
at 2022-10-24T17:43
By Aaliyah
at 2022-10-21T03:53
at 2022-10-21T03:53
By Lauren
at 2022-10-24T17:43
at 2022-10-24T17:43
By Hazel
at 2022-10-21T03:53
at 2022-10-21T03:53
By Mason
at 2022-10-24T17:43
at 2022-10-24T17:43
By Enid
at 2022-10-21T03:53
at 2022-10-21T03:53
By Olive
at 2022-10-24T17:43
at 2022-10-24T17:43
By Suhail Hany
at 2022-10-21T03:53
at 2022-10-21T03:53
By Oliver
at 2022-10-24T17:43
at 2022-10-24T17:43
By Hedwig
at 2022-10-21T03:53
at 2022-10-21T03:53
By Barb Cronin
at 2022-10-24T17:43
at 2022-10-24T17:43
By Mia
at 2022-10-21T03:53
at 2022-10-21T03:53
By Franklin
at 2022-10-24T17:43
at 2022-10-24T17:43
By Aaliyah
at 2022-10-21T03:53
at 2022-10-21T03:53
By Suhail Hany
at 2022-10-24T17:43
at 2022-10-24T17:43
By George
at 2022-10-21T03:53
at 2022-10-21T03:53
By Ina
at 2022-10-24T17:43
at 2022-10-24T17:43
By Tom
at 2022-10-21T03:53
at 2022-10-21T03:53
By Cara
at 2022-10-24T17:43
at 2022-10-24T17:43
By Rachel
at 2022-10-21T03:53
at 2022-10-21T03:53
By Faithe
at 2022-10-24T17:43
at 2022-10-24T17:43
By Michael
at 2022-10-21T03:53
at 2022-10-21T03:53
By Jake
at 2022-10-24T17:43
at 2022-10-24T17:43
By Faithe
at 2022-10-21T03:53
at 2022-10-21T03:53
By Hamiltion
at 2022-10-24T17:43
at 2022-10-24T17:43
By Skylar Davis
at 2022-10-21T03:53
at 2022-10-21T03:53
By Audriana
at 2022-10-24T17:43
at 2022-10-24T17:43
By Edith
at 2022-10-21T03:53
at 2022-10-21T03:53
By Lauren
at 2022-10-24T17:43
at 2022-10-24T17:43
By Wallis
at 2022-10-21T03:53
at 2022-10-21T03:53
By Kumar
at 2022-10-24T17:43
at 2022-10-24T17:43
By Anthony
at 2022-10-21T03:53
at 2022-10-21T03:53
By Caitlin
at 2022-10-24T17:43
at 2022-10-24T17:43
By Aaliyah
at 2022-10-21T03:53
at 2022-10-21T03:53
By Skylar DavisLinda
at 2022-10-24T17:43
at 2022-10-24T17:43
By Dorothy
at 2022-10-21T03:53
at 2022-10-21T03:53
By Dorothy
at 2022-10-24T17:43
at 2022-10-24T17:43
By Zenobia
at 2022-10-21T03:53
at 2022-10-21T03:53
By Lydia
at 2022-10-24T17:43
at 2022-10-24T17:43
By Hardy
at 2022-10-21T03:53
at 2022-10-21T03:53
By Queena
at 2022-10-24T17:43
at 2022-10-24T17:43
By Zora
at 2022-10-21T03:53
at 2022-10-21T03:53
By Zenobia
at 2022-10-24T17:43
at 2022-10-24T17:43
By Erin
at 2022-10-21T03:53
at 2022-10-21T03:53
By Ivy
at 2022-10-24T17:43
at 2022-10-24T17:43
By Faithe
at 2022-10-21T03:53
at 2022-10-21T03:53
By Leila
at 2022-10-24T17:43
at 2022-10-24T17:43
By Belly
at 2022-10-21T03:53
at 2022-10-21T03:53
By Charlie
at 2022-10-24T17:43
at 2022-10-24T17:43
By Megan
at 2022-10-21T03:53
at 2022-10-21T03:53
By James
at 2022-10-24T17:43
at 2022-10-24T17:43
By Olga
at 2022-10-21T03:53
at 2022-10-21T03:53
Related Posts
滿手美金請益
By Vanessa
at 2022-10-10T16:19
at 2022-10-10T16:19
退休後的生活開銷與你估計的差多少?
By Elma
at 2022-10-09T17:22
at 2022-10-09T17:22
OPINL特別股暴跌
By Emma
at 2022-10-09T08:17
at 2022-10-09T08:17
GG adr存託憑証又跌破70了!
By Steve
at 2022-10-08T05:11
at 2022-10-08T05:11
退休後的生活開銷與你估計的差多少?
By Steve
at 2022-10-07T18:06
at 2022-10-07T18:06