New factor: Mean reversion
We're excited to release the new mean_reversion.40 factor, accessible to all Pro & Prime subscribers on Unravel. It has little correlation to all other existing factors and is a great addition to any multi-factor portfolio.
Spectra & Foundational composition changes
We've added the new mean_reversion.40 factor to spectra.40 (replacing the previous version), and into foundational.40 model portfolios. Their composition has been changed retrospectively to keep them up-to-date with the latest developments.