Capturing Alpha Through Factor Rotation

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  • 06 mins 04 secs
How are economic cycle signals used to time the use of factors in different macroeconomic conditions? S&P DJI’s Priscilla Luk, Tianyin Cheng and Ellen Law discuss how the S&P Economic Cycle Factor Rotator Index can capture factor returns during different market phases.

Channel

S&P Dow Jones Indices