The Value Spread

December 3, 2019

Eddie Sylvester

Our latest post helps demonstrate the ability to replicate factor research within MDO. We review a recent article by Cliff Asness of AQR on “The Value Spread”, create and sort Price to Book factors, and show the results.

MDO allows users to access data from sources such as QA Direct from Refinitiv, and return the results in a standardized, ready to use format.

See here for The Value Spread post.

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