Worried about market volatility? Watch this TV show from 1987

If you're watching CNBC, Bloomberg TV, reading Barrons or the Wall Street Journal or even just cruising Google or listening to the pundits anywhere else this past volatile week, you'll know that this…


Factor Allocator Newsfeed

2017 Year End Factor Model Report

Monty's year-end wrap up of Factor Performance was released last month, and if you missed it, you can download it from this page. The tl;dr version is: Factor portfolio returns dispersion is very…


Universes Factor Allocator

Q3 Factor Model Report

Momentum maintained its status as the strongest individual factor among the Optimal suite of factors for the third quarter of 2017. Optimal Portfolio Manager, Monty Joshi, highlights this in his Q3…