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Insights

Factors are an all-season phenomenon
Factors are an all-season phenomenon
Multi-factor strategies currently present an appealing opportunity for equity investors, even against a challenging macroeconomic backdrop.
01-12-2022 | Insight
When factors and behavioral biases meet
When factors and behavioral biases meet
Behavioral finance shines a spotlight on how psychology influences investor behavior which in turn has an impact on financial markets.
25-11-2022 | Insight
Short-sightedness, rates moves and a potential boost for Value
Short-sightedness, rates moves and a potential boost for Value
The strong Value rebound from its 2018-2020 winter has triggered numerous questions on whether it can sustain this run.
18-11-2022 | Insight
2023 Outlook: Short-term pain, long-term gain
2023 Outlook: Short-term pain, long-term gain
We believe 2023 will offer a considerable brightening of the return outlook for major asset classes.
17-11-2022 | Yearly outlook
Quant chart: alternative peer groups
Quant chart: alternative peer groups
We use data on analyst coverage to identify firms followed by the same analysts and categorize them as being related peers.
10-11-2022 | Insight
Central bank watcher: Inflation dominance
Central bank watcher: Inflation dominance
The fear that above-target inflation could get entrenched continues to drive the discussion at most central banks.
20-10-2022 | Insight
It takes the right metrics to engineer a Paris-aligned portfolio
It takes the right metrics to engineer a Paris-aligned portfolio
We outline the most effective analytics for building climate-resilient and optimized buy-and-maintain portfolios.
17-10-2022 | Insight
‘Back to normal’ means a new dawn for defensive equity investors
‘Back to normal’ means a new dawn for defensive equity investors
After three consecutive years of double-digit returns, we’re heading into a new but familiar environment of uncertainty.
17-10-2022 | Insight
From carrier pigeons to AI – gaining an edge with alternative data
From carrier pigeons to AI – gaining an edge with alternative data
Investors increasingly prefer alternative data over more traditional sources.
12-10-2022 | Insight
Volatility strikes in the UK bond market
Volatility strikes in the UK bond market
We see value now in sterling investment grade yields for our aggregate fixed income strategies.
11-10-2022 | Insight
Low Volatility portfolios cushion macroeconomic risks
Low Volatility portfolios cushion macroeconomic risks
Beyond general downside protection, Low Volatility portfolios are effective in softening the impact of various sources of systematic risk.
03-10-2022 | Research
Credit outlook: Trade and trust
Credit outlook: Trade and trust
Valuations have cheapened but this has not been broad-based enough.
28-09-2022 | Quarterly outlook
Academic insights into using machine learning for valuation
Academic insights into using machine learning for valuation
Machine learning (ML) mispricing models are designed to detect hidden nonlinearities that are important in predicting the fundamental value of stocks.
26-09-2022 | Research
Fixed income outlook: Twin peaks
Fixed income outlook: Twin peaks
In the past 50 years, every single recessionary peak in credit spreads has been preceded by a peak in government bond yields.
20-09-2022 | Insight
This CIO's summer reading list on sustainability – and why you should read it too
This CIO's summer reading list on sustainability – and why you should read it too
Climate change is urgent, and a more comprehensive approach is needed to tackle it effectively.
09-09-2022 | Interview
Building back bond exposure
Building back bond exposure
The outlook for bond investing has improved.
08-09-2022 | Insight
Nowcasting growth to enrich the factors used for government bond selection
Nowcasting growth to enrich the factors used for government bond selection
We have added a quality measure for the selection of government bonds.
31-08-2022 | Insight
Investing across deflation, inflation and stagflation
Investing across deflation, inflation and stagflation
Real returns on equities and multi-asset portfolios are typically poor when inflation is high, especially in times of stagflation.
29-08-2022 | Insight
‘Alternative data allows you to take a deeper look’
‘Alternative data allows you to take a deeper look’
Novel data sources and techniques can help you tap into alternative alpha.
24-08-2022 | Interview
‘Quantification of sustainability can be pushed even further’
‘Quantification of sustainability can be pushed even further’
There is a large amount of untapped alternative data that can be used for sustainable investments.
18-08-2022 | Interview
Quant chart: enhancing emerging market factors
Quant chart: enhancing emerging market factors
Emerging markets have proven to be fruitful for well-established equity factors.
16-08-2022 | Insight
Marrying sustainability and emerging markets expertise in quantitative strategies
Marrying sustainability and emerging markets expertise in quantitative strategies
The most sustainable emerging market companies are on par with those in developed markets.
03-08-2022 | Insight
Time for the Asia-Pacific green bond market to step up to the challenge
Time for the Asia-Pacific green bond market to step up to the challenge
Green bond issuance in the region has grown enormously.
01-08-2022 | Insight
Should shorting count for net-zero portfolios?
Should shorting count for net-zero portfolios?
Short positions can be a meaningful add-on, but should not be an excuse for inaction on the long side of a portfolio.
27-07-2022 | Insight
Quant chart: Winning by losing less
Quant chart: Winning by losing less
Low-risk investing tends to deliver higher risk-adjusted long-term returns than the market as it tallies wins by losing less in down periods.
21-07-2022 | Insight
PodcastXL: The pursuit of alternative alpha
PodcastXL: The pursuit of alternative alpha
It has been hailed as the next frontier in quant investing.
13-07-2022 | Podcast
Half-time! And what a ride it has been
Half-time! And what a ride it has been
After a turbulent first half of the year, the summer holidays represent a great time to catch up on useful information that you might have missed amid the tumult.
08-07-2022 | Insight
Global Macro Outlook: The inflation game and its implications for fixed income investors
Global Macro Outlook: The inflation game and its implications for fixed income investors
The Fed raised its policy rate by 75 basis points in mid-June to temper surging inflation in the US.
07-07-2022 | Webinar
Ten years of successful factor investing in credit markets
Ten years of successful factor investing in credit markets
A decade of live track-records shows that our factor-based credit investing approach delivers improved risk-adjusted returns compared to the market.
30-06-2022 | Insight
An attractive alternative to sustainable passive
An attractive alternative to sustainable passive
Despite its merits of being low-cost and transparent, sustainable passive investing comes with its own set of challenges.
29-06-2022 | Insight
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