Chris Brunet

@chrisbrunet.skystack.xyz

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The $100 Million ETF Built on Research That Doesn’t Replicate • “Fornell et al. didn’t run standard multifactor asset pricing tests; didn’t use standard t-tests; and didn’t conduct out of sample tests. When you do, there is nothing there.”

The $100 Million ETF Built on Research That Doesn’t Replicate

“Fornell et al. didn’t run standard multifactor asset pricing tests; didn’t use standard t-tests; and didn’t conduct out of sample tests. When you do, there is nothing there.”

chrisbrunet.com