Avoiding Dividend Cutters to Build a Better Dividend Yield Strategy

At AlphaLayer, we uncover investment edges in the markets at scale with a repeatable research process that leverages core technology, data, and artificial intelligence to develop differentiated investment strategies.

Some examples of the edges that we’ve developed include, but certainly not limited to:

• Predicting credit rating changes of publically traded companies to identify securities at risk of a near-term downgrade
• Factor timing models to create dynamic allocations across factor exposures
• Machine learning models applied to a factor universe to improve return forecasts

Recently, we completed work on a dividend yield strategy that aims to drive additional performance through smarter factor exposures and a machine learning model.

This article will give an overview of our research process and techniques used in developing the strategy.

Read the full article on AlphaLayer's Substack