Barra US Equity Daily Model (USE4D) - November 2012

Nov 10, 2012

This document provides empirical results and analysis for the new Barra US Equity Daily Model (USE4D). These notes include extensive information on the structure, the performance, and the explanatory power of the factors. Furthermore, these notes also include a thorough side-by-side comparison of the forecasting accuracy of the USE4D Model and the USE4S Model, the short-horizon monthly version.