

Weekly Factor Returns
The Russell 1000 declined 0.23% and the Russell 2000 declined 1.04%. Four of our factor returns were mixed in terms of direction and/or...

Brian
May 15, 2023


2023 May Madness - Round 1
Welcome to the third annual May Madness blog series. Here, we take a break from markets, factors, and any real quantitative research for a..

Brian
May 12, 2023


Weekly Factor Returns
Index returns were slightly negative last week. The Russell 1000 declined 0.77% while the Russell 2000 declined 0.49%. Certain factor spread

Brian
May 8, 2023


Weekly Factor Returns
Index returns were mixed last week. The Russell 1000 rose 0.74% while the Russell 2000 declined 1.24%. Factor returns were within normal ...

Brian
May 1, 2023


Weekly Factor Returns
The Russell 1000 and 2000 indices were little changed last week. The large cap index return was -0.08% while the small cap index return ...

Brian
Apr 24, 2023


Are We Heading For More Volatility?
Earlier in the year, we commented on the sizeable return to Volatility. During the first two weeks of the year, the Decile 1 minus Decile 10

Brian
Apr 21, 2023


Weekly Factor Returns
Stocks were positive last week. The Russell 1000 rose 0.87% while the Russell 2000 gained 1.54%. Factor returns were within expected ...

Brian
Apr 17, 2023


Weekly Factor Returns
The Russell 1000 declined 0.29% and the Russell 2000 declined 2.65% in the shortened trading week ended on April 6th. Factor spreads were...

Brian
Apr 10, 2023


Weekly Factor Returns
The last week of Q1 2023 saw positive market returns. The Russell 1000 gained 3.67% and the Russell 2000 gained 3.96%. A Short-term momentum

Brian
Apr 3, 2023


Weekly Factor Returns
The Russell 1000 gained 1.33% and the Russell 2000 rose 0.53%. Factors were directionally similar and within expected ranges. Stocks with...

Brian
Mar 27, 2023
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