Five Concerns with the Five-Factor Model now at 5,000 downloads! How long do we need to go to 5,555? Pim van Vliet Free download 👇 papers.ssrn.com/sol3/papers.cf…

🌟 What does the Quant Super Stock look like, and how hard is it to find? 🏆 🎙️ The new 6-min episode of "A Random Talk Down Quant Street" is out! 🎧 robeco.com/en-int/insight… #FinTwit #Podcast

📣 New Publication Alert! I’m excited to share that my paper “Formula Investing" has just been published in the Journal of Portfolio Management! ❤️ to Pim van Vliet, Wes Gray 🇺🇸, Jack Vogel, and Tobias Carlisle for feedback! Comment 👇or DM me if you want the full paper!

Are tariffs on bitcoin also paused? 😉

NEW PAPER OUT! Should ML models specialize in sectors like human analysts? 🤖 🧠 We tested Generalist, Specialist, and Hybrid models. Key findings: 🔴 Specialist < Generalist 🟢 Hybrid > both Full paper below 👇

Good one, and I can confirm the hybrid approach is solid, as I basically used this method in my PhD and professionally multiple times -> more data but diversified.

I guess this will lead to some discussion (I have no stance here yet): "Simplified: A Closer Look at the Virtue of Complexity in Return Prediction" papers.ssrn.com/sol3/papers.cf…

📢 Local or Global Factor Models? New ML Evidence! Prior studies: Regional > global However, they rely on ex-post analysis and only use linear methods. We compare models OOS & employ both linear and ML algorithms. 📊 Key results 📄 Full paper 👇papers.ssrn.com/sol3/papers.cf…

Are Sector-Specific Machine Learning Models Better Than Generalists? Can machine learning models better predict stock returns if they are tailored to specific industries, or is a one-size-fits-all (generalist) approach sufficient? This question lies at the heart of a recent

FRESH OF THE PRESS: Caveats of Simple Factor Timing Strategies 👇 papers.ssrn.com/sol3/papers.cf…

Do Machine Learning Models Need to Be Sector Experts?

Investment researchers Marcel Schwartz and Matthias Hanauer join 🥦 Jake Taylor 🎉 and me on Value: After Hours LIVE TODAY at 1.30pm E / 10.30am P / 5.30pm UTC / 3.30am AEST Watch it on the Acquirers Podcast channel: youtube.com/channel/UCJ27F… Subscribe to be sent a reminder:

The 5 Least Useful (But Popular) Finance Posts on X ... ... from the perspective of a Quant. These posts are often misleading, sometimes outright wrong, and frequently popular despite being practically useless. Here are my top candidates: 1. The Benner Cycle We all knew it

Interaction of Model and Data Complexities: Should stock return model complexity guide breadth of input data? In their May 2025 paper entitled "Model Complexity and the Performance of Global Versus Regional Models", Minghui Chen, Matthias Hanauer and Tobias Kalsbach assess the

Who’s Afraid of the Tariff Man? Tariffs dominated market headlines in 2025. But how often do firms talk about them? And are they worried, neutral, or even seeing opportunities? Our chart breaks it down.

With stretched valuations and concentrated markets, investors must rely more on alpha. But which approach delivers better, quant or fundamental? We explore both styles, highlight their strengths, and the benefits of combining them. 🚀 🔗 Read here: robeco.com/en-int/insight…