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Dynamic factor modeling to uncover the key latent factors driving the price behavior of some of the largest American large-cap equities. We examine how these factors affect individual stock prices, what they represent, and how their ebb and flow may indicate periods when stock-picking is more likely to beat the market.

Published in the Data Driven Investor publication on Medium: https://medium.datadriveninvestor.com/uncovering-the-hidden-factors-driving-stock-prices-2891a1b99024?sk=e98b193e77e6918c181818f1b13198f6