Factor Investing Risks: The Portfolio Turnover Cost of Style ETFs
An engineering analysis of how MSCI’s algorithmic Value and Growth classifications force unnecessary portfolio turnover and degrade long-term investor returns.
Tag: ETF Strategy
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The DAX 40 “Total Return” Deception: Why Germany’s Index Looks Better Than It Is
Germany’s DAX 40 uses a performance index methodology, reinvesting dividends to hide structural stagnation. In this article, it’s been compared fairly to the S&P 500 and the gap is massive.
AI Software Engineer at Google | PhD in AI & Engineering | Writing about AI, Engineering, Investing, and Personal Finance.