Factor Timing Is Very Very Difficult

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During their latest episode of the VALUE: After Hours Podcast, Carbonneau, Forehand, Taylor, and Carlisle discuss Factor Timing Is Very Very Difficult. Here’s an excerpt from the episode:

Tobias: I don’t know if you can factor time. I don’t think– it’s almost like factor timing. I don’t think it works, but–

Jack: Yeah, we’ve tried a little bit of factor timing. It’s really, really, really hard. The other problem with it is it requires you to have a really strong stomach, because you’re going to always be early. And so, you’re going to be sitting there and underperforming for a while.

So, to me, of all the stuff we’ve looked at in factor timing, I think momentum is the best way to do it, because momentum at least is like price is truth.

So, you’re actually seeing what’s happening. You’re not going to get into value because spreads are really wide and sit there for five years. You’re at least going to wait till things turn a little bit.

But it’s all really challenging. All the factor timing stuff we’ve done is very, very difficult.

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