Methodology
The factor definitions, nesting and illustrative research specifications are documented and can be reproduced independently. Any allocation shown on this site is one research specification among many permitted by the methodology.
Published
Factor definitions. The nesting hierarchy and the universe. The estimation procedure. Both example specifications, with sufficient detail to reproduce them from your own data.
Research data
Factor exposures and historical factor returns can be supplied as analytical data. Recipients determine independently whether and how to incorporate these inputs into their own research and risk processes.
Position
ARC publishes general and impersonal research and supplies analytical data. ARC does not manage capital, select positions for recipients, exercise trading discretion or execute transactions. Recipients make their own independent decisions about whether and how to use the methodology.