S&P Dow Jones Indices (S&P DJI) offers style and pure style indices, which categorize companies based on their growth and value characteristics. We recently published the paper Comparing S&P Style & ...
The stock screen filters S&P's Pure Value indexes for companies expected to increase revenue quickly through 2026 Way back on Jan. 21, we screened the S&P 500 to identify value stocks that appeared to ...
Science is all about interrogating and disproving theories. Scientists in most quantitative fields will conduct p value testing as a method of statistical investigation. A low p value is an indicator ...
Timing matters, and it matters greatly. I have spent the last 35 years trading, researching, and constructing algorithms to identify and leverage the value across fundamental, technical, and ...