Equal Weight vs Market Weight Trading Strategy (Factor, Backtest, Performance, Results)

Equal Weight vs Market Weight Trading Strategy (Factor, Backtest, Performance, Results)

Equal weight and market weight are two different methods to build an index. The S&P 500 is famously a market-weighted index, like most stock indices. But the question that pops up is: Which type of market weighting performs best – an equal weight vs market weight trading strategy? In this article, we look at the…