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The Quantopian Podcast

The Quantopian Podcast

Quant Radio: Small, Value, or Small/Value?

· 18 min · Season 8 Episode 3

Show notes

Looking to juice your portfolio returns with factor investing?

This episode breaks down a key decision for investors: should you tilt toward size and value with one all-in-one small value fund—or split it between separate small-cap and value funds?

We dive into a compelling study that uses both nearly a century of academic data and real-world ETF performance to uncover which approach historically delivered better results—and why.

Tune in to learn about factor exposure, risk trade-offs, and how your tilt strategy might be more powerful than you think.

Find the full research paper here…

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