Why index investing works and how to beat it.

Really interesting article! Thank you!

Thank you for this wonderful piece and for the book and substack recommendations!

Is there a fund that employs this strategy?

O'Shaughnessy has a fund that does custom indexing but not sure if it's open to the public - it has $7.5B in AUM

https://www.osam.com/

Thank you for the good work you do. This is intriguing. On using his strategies, combine the Market Leaders and the P/E ratio one or use them separately? Again, you do a wonderful job!

So what fund is “market leaders”?

Interesting finding. So basically momentum (using size as a proxy) + value outperform the index.

Would be interesting to see how O’Shaughnessy handled rebalancing (i.e., at what frequency) and how much of an impact that would have on the results.

Really interesting article! Thank you!

Thank you for this wonderful piece and for the book and substack recommendations!

Is there a fund that employs this strategy?

edited Dec 5, 2022O'Shaughnessy has a fund that does custom indexing but not sure if it's open to the public - it has $7.5B in AUM

https://www.osam.com/

Thank you for the good work you do. This is intriguing. On using his strategies, combine the Market Leaders and the P/E ratio one or use them separately? Again, you do a wonderful job!

So what fund is “market leaders”?

Interesting finding. So basically momentum (using size as a proxy) + value outperform the index.

Would be interesting to see how O’Shaughnessy handled rebalancing (i.e., at what frequency) and how much of an impact that would have on the results.