R and D type spending

1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Jun 10, 2019 by Patrick O'Shaughnessy · across every show →

Everything said about R and D type spending, oldest first

Jun 10, 2019 neutral
Assertion Not checkable as stated
O'Shaughnessy: R&D spending factor added zero incremental alpha to master model
“So we did a lot of work around like R and D type spending. And when you plug it in, it Is both value and momentum in some interesting different ways and sectors. But when you plug it in into the master model as a factor, it was completely gone. It literally di…”
Patrick O'Shaughnessy Jun 10, 2019 ▶ 19:57 Patrick O'Shaughnessy – O'Shaughnessy Asset Management (First Meeting, EP.01)
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