Скачать или смотреть Why Does Factor Investing Work? Explained for Portfolio Managers

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📈 Tired of average index fund returns or underperforming active funds? There’s a smarter way to invest.

In this video, we explore why factor investing has emerged as a data-backed, systematic alternative to both passive and active fund management.

Meet John and Mary—one an index investor, the other relying on active managers. Both are frustrated with mediocre results. Their search for better returns leads them to factor investing, a strategy built on decades of empirical research.

You’ll learn:

What factor investing actually means

The difference between common factors like value, momentum, quality, and size

Why academic research (like Fama-French) proves its outperformance

How it reduces guesswork using a rules-based, data-driven approach

How you can use factors to diversify not just within stocks—but across asset classes like bonds and commodities

Why a multi-factor strategy can outperform benchmarks in changing market cycles

🔍 If you’re a portfolio manager, CFA candidate, or a professional moving from traditional to quantitative investing—this is a must-watch.

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Keywords
Why factor investing works

Fama French factor model

Multi-factor investing strategy

Quant investing for portfolio managers

Diversified factor portfolios

Rule-based investing

Empirical investing strategy

Momentum and value investing

Systematic portfolio construction

Alternative to active and passive investing