Factor Models and Quantitative Tax Loss Harvesting

This video explores how factor risk models power quantitative tax-loss harvesting in direct indexing — from convex optimization and HIFO accounting to systematic tax alpha generation and SPX tracking.

🎥 Video Tutorial

🎥 Watch Video: https://youtu.be/kVwOEbM-okw

Topics: quantitative finance, investment analysis, financial education, financial education video, trading tutorial