FCF Research | A Better Approach for Quality Factor Exposure
FCF US Quality strategy takes a quantitative active approach to quality factor investing. In this paper, we conduct case studies that illustrate and expose some of the drawbacks embedded in the MSCI USA Sector Neutral Quality Index, and how we seek to improve upon them. Therefore, we believe it could serve as a better quality-factor solution for investors seeking consistent excess return.
Vince (Qijun) Chen, Director of Research, Connect with Vince on LinkedIn
