Beware of the backtests, especially in smart beta indexes. In recently reported analysis, Newport Beach, Calif.-based Research Affiliates found that smart beta index backtesting tends to find superior ...

Robust backtesting can give useful insights on how a trading strategy might perform in the future. The use of tick data for backtesting covers many different strategies, whether they are high ...

In the constantly changing world of cryptocurrency trading, artificial intelligence (AI) has emerged as one of the strongest tools available to traders who demand data-informed decisions. But an AI ...

Beyond the artificial intelligence (AI) stock frenzy, credit investors are adapting to AI and integrating growing volumes of financial factor data into their research. Very soon, AI systems will learn ...

The Bloomberg supply chain dataset has a comprehensive coverage of global business relationships. In this white paper, we examine the efficacy of revenue-weighted customer momentum as an equity factor ...