November 4, 2019: Factor ETF Rotation
We introduce a factor ETF rotation portfolio based on momentum of these ETFs. The results show that the portfolio can improve static allocation portfolios.
We introduce a factor ETF rotation portfolio based on momentum of these ETFs. The results show that the portfolio can improve static allocation portfolios.
We look at multi-factor (value, quality, low volatility and momentum) ETFs and portfolios. We believe factor ETFs can add good value to an asset allocation portfolio.
We look at value-momentum combined ETFs.
Low volatility factor can indeed outperform broad base stock indexes.
Many brokerages are now offering unlimited commission free stock and ETF trades. But that doesn’t necessarily bode well to investment cost improvement.