Systematic stock selection using the Nobel Prize-winning factor model, inspired by David Booth and Dimensional Fund Advisors.
Eugene Fama and Kenneth French identified systematic risk factors that explain stock returns beyond market risk. Our system scores every stock across six factors.
Co-founder of Dimensional Fund Advisors (~$800B AUM), David Booth pioneered applying academic finance research to real portfolios.
Tilt toward value, small-cap, and high-profitability stocks — areas with higher expected returns backed by decades of research.
Remove emotion from investing. Follow a consistent, quantitative process that doesn't chase trends or time markets.
Spread risk across many holdings and sectors. No single stock should make or break the portfolio.
Every investment decision grounded in peer-reviewed academic research, not speculation or market narratives.
Stocks our model would have selected 2 months ago, with actual performance. $1,000 invested in each stock.
Stocks selected by our factor model for the coming month, ranked by composite Fama-French score.
A gradient boosting model trained on factor features to predict forward returns, adding a data-driven layer to the academic framework.