This paper unveils the processes for building a country's trading strategy that can outperform the MSCI Indexes and on the factor basis. By exploring the belief and experimenting with the structure in place, there seems to be enough room to build a quantitative investment strategy that generates...

Exchange-Traded Funds (ETFs) have colonized pretty much every available niche in the investment world-frequently at the expense of traditional vehicles such as mutual funds and hedge funds. And the land grab has apparently just began. This means it is time to start thinking about unintended...