Dec 6, 2024
Macro regimes shifts and the evolution of multi-factor methodologies
Examining the impact of structural headwinds on factor return characteristics - 40+ years of change in market structure and economic regime backdrop, plus unintended factor exposures.
Oct 7, 2024
Factor & Style Index Report - Q3 2024
Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q3 2024
Aug 30, 2024
Capping Infrastructure Indexes
As the growth in infrastructure accelerates globally, the importance investors place on sectors, countries, and regional exposure is emerging as a key theme in infrastructure allocations
Jul 10, 2024
Factor & Style Index Report - Q2 2024
Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q2 2024
Apr 16, 2024
Avoid the Size Trap
We examine two distinct methods of size segmentation in the US market: a count-based approach (applying a rigid stock count such as 1000 and 2000 stocks) and an adaptive cumulative market approach based on percentage allocation.
Apr 10, 2024
Factor & Style Index Report - Q1 2024
Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q1 2024
Jan 16, 2024
Factor & Style Index Report - 2023
Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - 2023
Oct 11, 2023
Factor & Style Index Report - Q3 2023
Quarterly Report covering US Pure Factor and Style Performance and attribution analysis - Q3 2023.
Mar 28, 2023
Did traditional style indexes create a false narrative for factor analysis in 2022?
Was the rotation from Growth to Value in 2022 as significant as it seemed? Not if viewed through the prism of ‘Pure Factors’
Feb 6, 2023
Accessing Global Markets with precision: Introduction to the FT Wilshire Global Equity Market Series
A global equity index can serve as the benchmark for ETFs, index funds or structured products, and also supplies reference points for global asset allocation and rich information for measuring the global economy.
Aug 26, 2022
Capture Value and Growth Styles with precision
Value and Growth are important style segments that investors use to navigate the US market. The new FT Wilshire US
Growth and Value Index Series addresses the robustness and transparency issues of legacy indexes.
