The value of all the wisdom in the I agree generous and abundant publications can be distilled in one time series: The annual returns of AQR’s Absolute Return strategy — its oldest investment vehicle. Do you have it?
For those who actually do want to learn about factor risk and how to think about the world from that perspective, I can recommend a really good book - send me a PM.
Did not want it to come across as a promotion: https://read.amazon.ca/kp/embed?asi...e=kpe&ref_=cm_sw_r_kb_dp_QGE8T8WR6JEXVFQ6CYB4 Can't figure out how to get a preview, but here is the link to it
The link below shows more data, incl. some reviews and ratings, as well a preview ("Read sample", incl. TOC). It's the first edition, and one of the reviewers says that it's a good book but has some errors. I would wait for the next edition. I couldn't find any mention of options, so the book is not for me "Advanced Portfolio Management: A Quant's Guide for Fundamental Investors", 1st Edition by Giuseppe A. Paleologo (Author) US Price: hardcover $27.75. Kindle-edition $25 Product details Publisher : Wiley; 1st edition (August 10, 2021) Language : English Hardcover : 208 pages ISBN-10 : 1119789796 ISBN-13 : 978-1119789796 Item Weight : 1 pounds Dimensions : 6.1 x 0.8 x 9.1 inches
%% Some good stuff in there; but his cool looking 5 phase line chart with green value sector line doing better past 20 years than the other 4 = fake. But it's an obvious fake. Even though Warren Buffet may have somewhat of a value sector line chart % like that , 20 years but not even close for the whole value sector. Bubble seems to be a subjective term by people who missed a major RE or Tech move LOL But that may not be related to headline, which seems to be the main point.