MacroQuant 1.0 Essentials: Model Reduces Energy Exposure
Published on
This month the BCA Sector Score upgraded Consumer Staples and Communication Services. In response, Energy finally fell out of the top spot. Also, the BCA Style Score continues to favor large cap growth. To give context to the global style tilts, we break down the factor long/short performance by region and suggest some screens.
BCA Research | Equities
Macro, fundamental, and quantitative analysis translated into actionable equity views across sectors, factors, themes, and baskets.
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