Vince Chen, CFA - Abacus FCF Advisors - Page 2

Feb 27

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Pure Alpha II: A Framework for Active Manager Evaluation

By Vince Chen, CFA FCF Perspectives No Comments

Research Highlights This paper extends our previous research, starts with revisiting a two-dimensional framework for measuring active management using active shares and tracking errors. The limitations of the traditional framework…

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Apr 19

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A Better Approach for Quality Factor Exposure

By Vince Chen, CFA FCF Perspectives No Comments

FCF US Quality strategy takes a quantitative active approach to quality factor investing. In this paper, we conduct case studies that illustrate and expose some of the drawbacks embedded in…

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Feb 03

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Pure Alpha: Evaluating Active Management in a Modern Way

By Vince Chen, CFA FCF Perspectives No Comments

This paper discusses how we apply active management and the common misconceptions around active and passive investing. We apply a framework to estimate the “pure alpha” opportunity of an active…

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