WG Wesley Gray (not verified) 30th March 2016 | 8:37pm Hey Tom, The analysis above is meant to be simple and to get people thinking about the concept that not all portfolios are created equal. One can certainly "fine-tune" the system and control for systematic exposures to size, value, momentum, etc. Good point. Reply
Hey Tom,
The analysis above is meant to be simple and to get people thinking about the concept that not all portfolios are created equal. One can certainly "fine-tune" the system and control for systematic exposures to size, value, momentum, etc. Good point.