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Read our latest quant papers
Quantitative investing

Read our latest quant papers

Research is at the heart of everything we do

Short positions do not add value to factor investing strategies

Common wisdom among academics and investors has it that factors are best harvested using both long and short positions.

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The volatility effect revisited

Over the past decade, low volatility has become a popular investment style.

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Strong multi-asset factor performance over more than two centuries

To be considered relevant, a factor must first and foremost be backed by ample empirical evidence.

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ETFs have yet to prove that they can beat active funds

Conventional wisdom has it that exchange-traded funds (ETFs) are an attractive, low-cost alternative to actively managed mutual funds.

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Seizing opportunities in emerging markets credits
Seizing opportunities in emerging markets credits
Global credit investors can no longer easily ignore emerging markets (EM) hard-currency corporate bonds.
08-09-2021 | Research
Momentum is a self-fulfilling prophecy and therein lies its strength
Momentum is a self-fulfilling prophecy and therein lies its strength
The Momentum premium arises from mistakes in human reasoning.
06-09-2021 | Insight
‘Moore’s Law is disrupting the world of quant investing’
‘Moore’s Law is disrupting the world of quant investing’
Increasing computing power is altering the investment landscape.
16-08-2021 | Interview
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