BlackRock Automation Expert Says Factors Must Be About More Than Backtesting

When BlockRock’s Andrew Ang looks at factor investing and market cycles, he thinks there is nothing new under the sun. Factors and market cycles have always existed, he told an audience at the Morningstar ETF Conference. It’s just a matter of how to recognize them in an active manager's performance stats and extract them into an investment vehicle.

Ang says more than 50% of an active manager's performance is due to . . .

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