My question is that how do we create factor portfolios in real life. For eg. I want to create a value factor portfolio whose beta is 1 with respect to itself but 0 with respect to other factors. So i choose a ...

doubt 1622 Please help me understand the calculation

Pair trading means buying the outperformer or buying the underperformer expecting mean reversion? Because in Sir’s active eq strategy pair trading it is mentioned as buying underperformer but in portfolio const. Chap it is mention buying outperformer

Factor timing is top down or bottom up strategy ?

active share active risk kindly explain the statement, not able to understand the answer.

diversify risk exposure or concentrate factor based diversifies risk exposure or concentrates it? in some questions it was said to be diversifying. kindly clarify

new equity doubt 2 why will it include hbsa?

–