James Chen, CMT is an expert trader, investment adviser, and global market strategist. Thomas J. Brock is a CFA and CPA with more than 20 years of experience in various areas including investing, ...

An attempt to measure the exposure of gold stocks' returns to six variables: Risk Free Rate, Gold (metal), NYMEX (Crude Oil), DXY (US dollar Index), DJIA, S&P 500 index. Only NYMEX (Crude Oil price) ...

The Capital Asset Pricing Model as proposed in 1964, and under CAPM, the expected return of a stock is determined by a single factor, the market return. By the 1980s, empirical evidence was ...

Swaptions and constant maturity swap spread options are essential to calibrating interest rate models yet remain computationally demanding. Toufik Bellaj, Khalid Bellaj and Hicham Nait Yahia propose a ...

Franklin Templeton India has launched its new Multi-Factor Fund, employing a data-driven model to select top Indian companies. This systematic approach focuses on Quality, Value, Sentiment, and ...

WHY INVEST IN A MULTI-FACTOR FUND? A multi-factor fund is a mix of an active and passive approach and combines the 4 key factors of momentum, volatility, quality, and value in appropriate proportions.

Sundaram Mutual Fund has announced the launch of their new fund offer (NFO), the Sundaram Multi-Factor Fund, an open-ended equity scheme that follows a multi-factor based investment strategy. The new ...