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Re:Python for Finance by awkwit on Thursday May 01, 2014 @09:08PM (#7683614)
I highly doubt Dimensional are using a three factor model to manage their portfolios. Typical multi-factor models these days can have anywhere from 10 to 100 factors.

The concepts of the three factor model are important to learn but implementing one in practice is rarely done. These core factors are too crowded these days as all the quant funds are looking at the same factors.

Re:Python for Finance by alttab on Thursday May 01, 2014 @11:54PM (#7684052)
You're talking about active management. That is not what DFA does so you clearly don't get the philosophy.