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Grilled Cheese is a product of Village Compute

Version devBuilt at: 2026-10-10 20:13:24 EDT

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@market-ocean-it.bsky.socialSep 25, 2026, 12:12 PM

#FactorInvesting #SmartBeta #FreeCashFlow

@market-ocean-en.bsky.socialSep 25, 2026, 12:10 PM

worked when the formula was written. #FactorInvesting #SmartBeta #FreeCashFlow

@market-ocean-it.bsky.socialSep 24, 2026, 4:02 PM

La domanda ora è se il traguardo dei 1.000 miliardi dimostri che l'investimento basato sull'evidenza è giunto a maturità, o se segni l'apice di una tesi che il mercato deve ancora premiare. #FactorInvesting #SmallCaps #DollarRally

@market-ocean-en.bsky.socialSep 24, 2026, 4:00 PM

#FactorInvesting #SmallCaps #DollarRally

@ssrn.bsky.socialSep 18, 2026, 12:00 PM

This paper argues that factor timing matters. Updating factor classifications with newly available accounting information reveals a fast-moving information component in returns that traditional factor models often miss. spkl.io/633227rx3A

#AssetPricing #FactorInvesting

Figure 2. Information Age through the Calendar Year Nov Dec The figure plots mean filing age by calendar month from January 1995 through December 2025 using the information age measure and aggregation described in Table II. Each point averages the corresponding calendar month across 31 years, and the lines connect those monthly means. The horizontal axis runs from January through December, and the vertical axis reports mean filing age in days and ranges from 90 to 550 days. The dark gray dashed line with open circles denotes Stale, and the blue solid line with filled diamonds denotes Fresh. The vertical dotted line between June and July marks the June 30 Stale refresh, whose new assignments apply to July returns. Light shading is the month-by-month Stale-minus-Fresh age gap.