Factors from Scratch: A Look Back, and Forward, at How, When, and Why Factors Work

I recently co-wrote a piece with Chris Meredith @chrismeredith23 and Patrick O’Shaughnessy @patrick_oshag of O’Shaughnessy Asset Management. We take a deep dive into the fundamentals of Value and Momentum to understand how these factors work. Link below, hope you enjoy!

http://osam.com/Commentary/factors-from-scratch