Joint Multi-Factor Screens, Commodity Trend & EBIT-to-TEV | Alpha Architect Round Up

[@robertcraig24]

Great, high quality information. As an individual investor I have actually chosen to filter my Universe by market cap prior to applying factors. The theory is that with a very small account, micro and small caps can work for individuals where the liquidity is too low for a business to ever enter. Even after conservative cost estimates, the backtests hold out that factors work very well in this space - and it has held out of sample with real money.