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Rob Arnott Wants To Take a Victory Lap On Factor Crowding Call

TedTed
in The Bullpen
FYI: For years, Rob Arnott has been warning of distortions brewing in factor strategies. After this week’s momentum blowup, he’s feeling redeemed. And saying that the worst may not be over.

To the Research Affiliates co-founder, the rotation from growth to value in the stock market has a familiar ring. It smacks of quantitative strategies growing in popularity so when the trend breaks, it breaks big.
Regards,
Ted
https://www.bloomberg.com//news/articles/2019-09-12/rob-arnott-wants-to-take-a-victory-lap-on-factor-crowding-call?srnd=markets-vp
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