Is factor investing the secret to beating the market, or just a statistical illusion? In this episode of Quant Radio, we explore the origins of factor investing, from the Fama-French model to the challenges investors face in practice. While research suggests factors like size and value can provide an edge, real-world results often tell a different story. Why do some factors work in theory but fail in execution? How do trading costs, market cycles, and investor behavior impact returns? And what about the so-called "anti-factor"—stocks expected to underperform that somehow beat the market?Join us as we break down the evidence, challenge common assumptions, and discuss how investors can navigate the unpredictable world of factor strategies. Whether you're a seasoned investor or just curious about market trends, this episode will help you understand the risks, rewards, and realities of factor investing. Hit play and let's dive in!

Find the full research paper here: https://community.quantopian.com/c/community-forums/do-factor-strategies-beat-the-market-sometimes-yes-sometimes-no

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.