Top Free Factor Investing Tools and Data Websites

Factor investing has been democratized. Having spent over 15 years as an institutional portfolio manager in factor-based strategies, I am amazed at the adoption rate of these approaches. I am now often asked by investors interested in factors for free web-tools to learn and experiment with factor-based technologies, and here are some of the best free sites that I recommend for factor investing:

Tools

• Alpha Architect Tools

• BlackRock Tools

• Factor Research Tools

• Portfolio Visualizer

• Research Affiliates Tools

• Venn by Two Sigma

• Quabify - beta version

Data

• AQR Data Sets (value, momentum, and others across and inside various asset classes)

• Fama-French Data Sets (value, momentum, size, quality in US and International Stocks)

• 205 Quant Factor Returns - from ‘factor zoo’ academic study

• Robeco (factors in corporate bonds) and Low Vol Factor data

• GlobalFactorPremia - global multi-asset factor premia

• Stambaugh (liquidity factor)

• Q-Factor and replicating anomalies

• Investor Amnesia - long-run historical data

• Yale IFC - long-run historical data

• Global Financial Data - free trials of long-run historical data

Efficient 1-stop Quant Latest Research Aggregators

• Quantocracy

• SSRN Financial Economics Network

• CXO

• Quantpedia

What are your favorite factor-related websites?

Please use comments for suggestions.