Cool post. It is interesting however that Machine Learning based Factor Funds are still performing worse than the market. Now I do have a couple of thousands invested in a factor fund. Now on the plus side, although it has provided lower rate of return than the index market (17.28% versus 20.85%) it has significantly lower cost. They charge me 0.59% compared to the normal 1.5% I get in my bank for their best service. Furthermore there are no costs to invest or withdraw, which is really nice.

It will be fun to watch this evolve as time goes on. I have long wanted to build a factor fund for cryptocurrencies investing. But lets see how this goes first :p